Edward Thorp on the edge of the quant funds

Описание к видео Edward Thorp on the edge of the quant funds

This recording is from: Dec 18, 2019

Edward O. Thorp is an mathematics professor, author, former hedge fund manager, and blackjack researcher.

Edward O. Thorp reported that his personal investments yielded an annualized 20 percent rate of return, averaged over 28.5 years. His hedge fund was closed largely because the return of the statistical arbitrage strategies had been low since 2002.

Link to full interview:
   • Fall 2019 Exhibit | Finding the Edge:...  

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