This article tells the story of a hedge fund manager named Nassim Taleb and his defiance of the norm. In a lot of ways his principles would seem the exact opposite of a gambler, but in a sense he is a professional gambler, if the house is the brokerage firms. The article is a bit long but I think well worth the time.

http://www.gladwell.com/2002/2002_04_29_a_blowingup.htm