2 ms·
Thorp 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).
by cloudbonsai 5y ago
Thorp 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).