There's passing reference to Ed Thorp using an HP 9830A in Scott Patterson's book "The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It". In the book it's described as a computer, not a calculator. Still, I was surprised that he actually listed the model number!
It's on pages 37 and 38 of the book. Google book search for "9830A he'd installed in his office in Newport Beach" should take you right to it.