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AN INTERVIEW WITH ED THORPE – THE GODFATHER OF QUANTS

2 February 2010 by TPC 2 Comments

Thanks to Paul Kedrosky for pointing us towards this really fascinating and rare interview  with Ed Thorpe who was profiled in the new book “The Quants”.  Thorpe was the first true quant and an enormously successful gambler and hedge fund manager.  He covers everything from beating casinos at their own game to the financial crisis, the role quants played in the downturn and even his own desire to be cryogenically frozen.  He even provides his personal outlook and his worries that the return of “business as usual” on Wall Street means the next big crash is inevitable :

NPR AN INTERVIEW WITH ED THORPE   THE GODFATHER OF QUANTS

Source: NPR

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2 Comments »

  • Julius said:

    Great Interview… I saw it and reposted it straight away!

    Thanks for sooo much good content TPC

    Best Regards

    Julius

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  • Tom said:

    Dr. Thorp (no “E” at the end!) has produced some of the highest Sharpe ratios in history. His first hedge fund was up over 3.0 net of fees — unbelievable, but true — and his second hedge fund was over 2.0 Sharpe. He invented the first wearable computer and from what I understand, his personal family fund of hedge funds has outpaced both Harvard and Yale’s endowment’s track records.

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