Thorp's 'Beat the Market'

[asdfghj7]

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

 

[Old&Tired]

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

 

[MandelbrotSet]

Quote from Old&Tired:

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

LOL ... be well.

 

[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.

 

[Wayne Gibbous]

 

[dmo]

Quote from asdfghj7:

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

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.