Words From The Wise: An AQR Interview With Ed Thorp

We sat down with Ed Thorp, a pioneer in the mathematical analysis of casino games and investing, to get his insights on an array of topics from casino gambling to quantitative investing.

Ed Thorp, author of the famed bestseller Beat the Dealer (1966) and A Man for All Markets (2017), is regarded by many as the father of quantitative investing. He recently sat down with Aaron Brown, Antti Ilmanen and Rodney N. Sullivan to discuss contemporary challenges and best practices in investing. This is the seventh in a series of Words From the Wise interviews to be published on AQR.com. Following is an executive...