Comments on: AN INTERVIEW WITH ED THORPE – THE GODFATHER OF QUANTS http://pragcap.com/an-interview-with-ed-thorpe-the-godfather-of-quants Thu, 24 May 2012 07:31:47 +0000 hourly 1 http://wordpress.org/?v=3.3.2 By: Tom http://pragcap.com/an-interview-with-ed-thorpe-the-godfather-of-quants/comment-page-1#comment-11608 Tom Tue, 09 Feb 2010 16:18:57 +0000 http://pragcap.com/?p=16332#comment-11608 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. 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.

]]> By: Julius http://pragcap.com/an-interview-with-ed-thorpe-the-godfather-of-quants/comment-page-1#comment-11440 Julius Thu, 04 Feb 2010 16:02:16 +0000 http://pragcap.com/?p=16332#comment-11440 Great Interview... I saw it and reposted it straight away! Thanks for sooo much good content TPC Best Regards Julius Great Interview… I saw it and reposted it straight away!

Thanks for sooo much good content TPC

Best Regards

Julius

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