4 ms·
Thorpe didn't have much success in stat arb after Princeton Newport was broken up. TGS did. I'm not sure I'd credit Thorpe with whatever they were doing.
by auntienomen 5y ago
Thorpe didn't have much success in stat arb after Princeton Newport was broken up. TGS did. I'm not sure I'd credit Thorpe with whatever they were doing.
- cloudbonsai 5y agoThorp operated a small stat arb shop for a decade after P/NP, and IIRC it was quite successful (avg ~20% return with sharpe ratio > 1.5).