In the summer of 1961, two couples walked into a Las Vegas casino. Dressed in the Sinatra-style sharp dark suits and ties that were de rigueur in the then-still-glamorous City of Sin, the men settled in at either end of one of the many roulette tables, their wives sitting at their elbows in their evening finery.
One of the men was bespectacled, earnest, with slicked-back hair and a concentrated look. The other was a rake-thin, intense-looking chap with a faintly bemused air. His name was Claude Shannon, his friend – and, as we will see, accomplice – was Edward Thorp, and together they were about to take down the house.
As the wheel spun, the ball click-clacked its way around the numbers, and the croupier raked in the chips, the two couples started to win. At first their winnings were slow and steady – a few hundred bucks here, a few grand there. Their betting was unremarkable – they were not doing anything predictable, like betting on the same colour or the same number every time.