A generalization of the AdS/CFT conjecture postulates a duality between IIA string theory and 16 supercharge Yang-Mills quantum mechanics in the large N 't Hooft limit. At low temperatures string theory describes black holes, whose thermodynamics may hence be studied using the dual quantum mechanics. This quantum mechanics is strongly coupled which motivates the use of lattice techniques. We argue that, contrary to expectation, the theory when discretized naively will nevertheless recover continuum supersymmetry as the lattice spacing is sent to zero. We test these ideas by studying the 4 supercharge version of this Yang-Mills quantum mechanics in the 't Hooft limit. We use both a naive lattice action and a manifestly supersymmetric action. Using Monte Carlo methods we simulate the Euclidean theories, and study the lattice continuum limit, for both thermal and non-thermal periodic boundary conditions, confirming continuum supersymmetry is recovered for the naive action when appropriate. We obtain results for the thermal system with N up to 12. These favor the existence of a single deconfined phase for all non-zero temperatures. These results are an encouraging indication that the 16 supercharge theory is within reach using similar methods and resources.