A pioneer in quantitative finance and the quantitative revolution in investing, Dr. Edward O. Thorp is an expert in the fields of game theory, functional analysis, probability & statistics, and mathematical finance. He has run successful hedge funds since 1969.  

Dr. Edward O. Thorp, PhD
  • Founded first quantitative hedge fund
  • Co-founded the first market neutral hedge fund
  • Principal of the first hedge fund to employ derivative hedging
  • Invented card counting in Blackjack
  • Pioneered many strategies now routinely used on Wall Street and throughout the hedge fund industry (Option Arbitrage, Warrant Modeling and Convertible Arbitrage, Index Arbitrage, Statistical Arbitrage)
  • 44+ year Wall Street veteran
Managing General Partner 
  • Princeton Newport Partners; Market Neutral Derivatives Hedging 
  • Ridgeline Partners; Statistical Arbitrage 
  • Edward O. Thorp & Associates: Family Office & Family FoF
Academic Positions 
  • University of California, Los Angeles, Instructor 
  • Massachusetts Institute of Technology, C.L.E. Moore Instructor 
  • New Mexico State University, Prof. of Mathematics 
  • University of California, Irvine, Prof. of Mathematics & Finance 
  • BA Physics, UCLA (1953)
  • MA Physics, UCLA (1955)
  • PhD Mathematics, UCLA (1958)