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Books / Audiobooks

A Man for All Markets by Edward Thorpe

I finished listening to A Man for All Markets. It’s an amazing book on a number of fronts.  Here’s a few of the impressive bits:

  1. There’s a lot of people who write memoirs like this that seem a bit over the top. But Thorpe is a bit of an over the top genius generally credited with the creation of card counting in blackjack, risk arbitrage and hedge funds and wearable computers.
  2. He might have won the Nobel prize but decided on a different path. Thorpe had to decide whether to be a businessman or a professor first. When he published his book Beat the Market he showed how to correctly price options. Instead of pushing this further, Thorpe decided to trade on his findings. Eventually others published what became known as the Black Scholes model for option pricing which eventually won the Nobel Prize..
  3. Thorpe seems to have known everyone in finance, from Warren Buffett to Bernie Madoff (who he knew was a fraud decades ago). He even talks about how Buffett used to challenge people to a game of dice with non-transitive dice.

Overall I really loved the audiobook. Thorpe narrates the book himself and does a pretty darn good job. This is from an 85 year old man worth about $800 million.