Thorp's 'Beat the Market'

Discussion in 'Strategy Development' started by asdfghj7, Mar 30, 2009.

  1. Will someone who has studied and understands Thorp's warrant strategy, please put it in a futures market or stock market equivalent to help me fully grasp his concept. Thanks
  2. sorry pal

    trading is the loneliest job in the world

    how else do you explain that I go around saying

    JAFFA KREE, Bow down to your GOD :mad:
  3. LOL ... be well. :D
  4. dont


    Basically comes down to delta hedging, importance of book is that it was published before Black- Scholes was accepted by the wider market. Although Taleb and others argue (correctly) I think that the market had the insights already.

    Thorpe's book is an example of what they are talking about.
  5. [​IMG]
  6. dmo


    This question really belongs in the Options section - I almost didn't even see it here. Please re-post it there and you'll get a response from me and possibly others.