Tema: Edward O. Thorp, rentabilidad del 20% de promedio en más de 20 años

In 1969, is recognised as the first quant hedge fund (one that uses algorithms). Over 18 years it turned $1.4m into $273m, compounding at more than double the rate of the S&P 500 without suffering so much as one quarter with a loss. Thorp’s then revolutionary use of mathematics, options-pricing and computers gave him a huge advantage.

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