{"id": 1425810867891888131, "geo": null, "lang": "en", "text": "RT @mikeharrisNY: I tried to summarize @nntaleb  argument about use of correlations in MPT. I hope this compression was successful otherwis\u2026", "user": {"id": 381289719, "url": "https://youtube.com/playlist?list=PLMV8UXQuOWKPAIjvnyMN2317LHF3ydvnG", "lang": null, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "location": null, "verified": true, "following": null, "protected": false, "time_zone": null, "created_at": "Wed Sep 28 02:19:07 +0000 2011", "utc_offset": null, "description": "Flaneur: probability (philosophy, mathematics), probability (real life), Phoenician wine, deadlifts & dead languages. Greco-Levantine. #RWRI. Uber rating ~4.9", "geo_enabled": false, "screen_name": "nntaleb", "listed_count": 10126, "friends_count": 1234, "is_translator": false, "notifications": null, "statuses_count": 33842, "default_profile": false, "followers_count": 758971, "translator_type": "none", "favourites_count": 53777, "profile_image_url": "http://pbs.twimg.com/profile_images/1200820286964346880/Zz6YSFus_normal.jpg", "profile_banner_url": "https://pbs.twimg.com/profile_banners/381289719/1402489958", "profile_link_color": "0084B4", "profile_text_color": "333333", "follow_request_sent": null, "contributors_enabled": false, "default_profile_image": false, "withheld_in_countries": [], "profile_background_tile": false, "profile_image_url_https": "https://pbs.twimg.com/profile_images/1200820286964346880/Zz6YSFus_normal.jpg", "profile_background_color": "C0DEED", "profile_sidebar_fill_color": "DDEEF6", "profile_background_image_url": "http://abs.twimg.com/images/themes/theme1/bg.png", "profile_sidebar_border_color": "FFFFFF", "profile_use_background_image": false, "profile_background_image_url_https": "https://abs.twimg.com/images/themes/theme1/bg.png"}, "place": null, "id_str": "1425810867891888131", "source": "<a href=\"http://twitter.com/download/iphone\" rel=\"nofollow\">Twitter for iPhone</a>", "entities": {"urls": [], "symbols": [], "hashtags": [], "user_mentions": [{"id": 179571631, "name": "Michael Harris", "id_str": "179571631", "indices": [3, 16], "screen_name": "mikeharrisNY"}, {"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [39, 47], "screen_name": "nntaleb"}]}, "favorited": false, "retweeted": false, "truncated": false, "created_at": "Thu Aug 12 13:26:15 +0000 2021", "coordinates": null, "quote_count": 0, "reply_count": 0, "contributors": null, "filter_level": "low", "timestamp_ms": "1628774775847", "quoted_status": {"id": 1425748108625985536, "geo": null, "lang": "en", "text": "@breakingthemark @nntaleb NNT 3 part argument. 1. Correlation is random shown on chart. 2. Wrong estimates result i\u2026 https://t.co/UqXYbTmmxp", "user": {"id": 179571631, "url": "http://www.priceactionlab.com/Blog/", "lang": null, "name": "Michael Harris", "id_str": "179571631", "location": "USA", "verified": false, "following": null, "protected": false, "time_zone": null, "created_at": "Tue Aug 17 16:33:51 +0000 2010", "utc_offset": null, "description": "30+ years trading and strategy development.\nFollow @priceactionlab for tweets about articles.\nTweets are not investment advice. Retweets are not endorsements.", "geo_enabled": false, "screen_name": "mikeharrisNY", "listed_count": 632, "friends_count": 1502, "is_translator": false, "notifications": null, "statuses_count": 56841, "default_profile": false, "followers_count": 18835, "translator_type": "none", "favourites_count": 83878, "profile_image_url": "http://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_banner_url": "https://pbs.twimg.com/profile_banners/179571631/1454920772", "profile_link_color": "1B95E0", "profile_text_color": "000000", "follow_request_sent": null, "contributors_enabled": false, "default_profile_image": false, "withheld_in_countries": [], "profile_background_tile": false, "profile_image_url_https": "https://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_background_color": "000000", "profile_sidebar_fill_color": "000000", "profile_background_image_url": "http://abs.twimg.com/images/themes/theme1/bg.png", "profile_sidebar_border_color": "000000", "profile_use_background_image": false, "profile_background_image_url_https": "https://abs.twimg.com/images/themes/theme1/bg.png"}, "place": null, "id_str": "1425748108625985536", "source": "<a href=\"https://mobile.twitter.com\" rel=\"nofollow\">Twitter Web App</a>", "entities": {"urls": [{"url": "https://t.co/UqXYbTmmxp", "indices": [117, 140], "display_url": "twitter.com/i/web/status/1\u2026", "expanded_url": "https://twitter.com/i/web/status/1425748108625985536"}], "symbols": [], "hashtags": [], "user_mentions": [{"id": 1104586886281072640, "name": "Matt Hollerbach", "id_str": "1104586886281072640", "indices": [0, 16], "screen_name": "breakingthemark"}, {"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [17, 25], "screen_name": "nntaleb"}]}, "favorited": false, "retweeted": false, "truncated": true, "created_at": "Thu Aug 12 09:16:52 +0000 2021", "coordinates": null, "quote_count": 0, "reply_count": 0, "contributors": null, "filter_level": "low", "retweet_count": 1, "extended_tweet": {"entities": {"urls": [{"url": "https://t.co/D0BmEfaQhq", "indices": [283, 306], "display_url": "twitter.com/mikeharrisNY/s\u2026", "expanded_url": "https://twitter.com/mikeharrisNY/status/1425542776960266249?s=20"}], "symbols": [], "hashtags": [], "user_mentions": [{"id": 1104586886281072640, "name": "Matt Hollerbach", "id_str": "1104586886281072640", "indices": [0, 16], "screen_name": "breakingthemark"}, {"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [17, 25], "screen_name": "nntaleb"}]}, "full_text": "@breakingthemark @nntaleb NNT 3 part argument. 1. Correlation is random shown on chart. 2. Wrong estimates result in underperformance in Table 1 w/ portfolio on efficient frontier. 3. MPT is problematic in this sense. But: No one uses whole period correlation due to regime changes. https://t.co/D0BmEfaQhq", "display_text_range": [26, 306]}, "favorite_count": 3, "is_quote_status": true, "quoted_status_id": 1425542776960266249, "display_text_range": [26, 140], "possibly_sensitive": false, "in_reply_to_user_id": 1104586886281072640, "quoted_status_id_str": "1425542776960266249", "in_reply_to_status_id": 1425644624543158276, "in_reply_to_screen_name": "breakingthemark", "in_reply_to_user_id_str": "1104586886281072640", "in_reply_to_status_id_str": "1425644624543158276"}, "retweet_count": 0, "favorite_count": 0, "is_quote_status": true, "quoted_status_id": 1425748108625985536, "retweeted_status": {"id": 1425809766748762120, "geo": null, "lang": "en", "text": "I tried to summarize @nntaleb  argument about use of correlations in MPT. I hope this compression was successful ot\u2026 https://t.co/MCcb8G9W2R", "user": {"id": 179571631, "url": "http://www.priceactionlab.com/Blog/", "lang": null, "name": "Michael Harris", "id_str": "179571631", "location": "USA", "verified": false, "following": null, "protected": false, "time_zone": null, "created_at": "Tue Aug 17 16:33:51 +0000 2010", "utc_offset": null, "description": "30+ years trading and strategy development.\nFollow @priceactionlab for tweets about articles.\nTweets are not investment advice. Retweets are not endorsements.", "geo_enabled": false, "screen_name": "mikeharrisNY", "listed_count": 632, "friends_count": 1502, "is_translator": false, "notifications": null, "statuses_count": 56841, "default_profile": false, "followers_count": 18835, "translator_type": "none", "favourites_count": 83878, "profile_image_url": "http://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_banner_url": "https://pbs.twimg.com/profile_banners/179571631/1454920772", "profile_link_color": "1B95E0", "profile_text_color": "000000", "follow_request_sent": null, "contributors_enabled": false, "default_profile_image": false, "withheld_in_countries": [], "profile_background_tile": false, "profile_image_url_https": "https://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_background_color": "000000", "profile_sidebar_fill_color": "000000", "profile_background_image_url": "http://abs.twimg.com/images/themes/theme1/bg.png", "profile_sidebar_border_color": "000000", "profile_use_background_image": false, "profile_background_image_url_https": "https://abs.twimg.com/images/themes/theme1/bg.png"}, "place": null, "id_str": "1425809766748762120", "source": "<a href=\"https://mobile.twitter.com\" rel=\"nofollow\">Twitter Web App</a>", "entities": {"urls": [{"url": "https://t.co/MCcb8G9W2R", "indices": [117, 140], "display_url": "twitter.com/i/web/status/1\u2026", "expanded_url": "https://twitter.com/i/web/status/1425809766748762120"}], "symbols": [], "hashtags": [], "user_mentions": [{"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [21, 29], "screen_name": "nntaleb"}]}, "favorited": false, "retweeted": false, "truncated": true, "created_at": "Thu Aug 12 13:21:53 +0000 2021", "coordinates": null, "quote_count": 0, "reply_count": 0, "contributors": null, "filter_level": "low", "quoted_status": {"id": 1425748108625985536, "geo": null, "lang": "en", "text": "@breakingthemark @nntaleb NNT 3 part argument. 1. Correlation is random shown on chart. 2. Wrong estimates result i\u2026 https://t.co/UqXYbTmmxp", "user": {"id": 179571631, "url": "http://www.priceactionlab.com/Blog/", "lang": null, "name": "Michael Harris", "id_str": "179571631", "location": "USA", "verified": false, "following": null, "protected": false, "time_zone": null, "created_at": "Tue Aug 17 16:33:51 +0000 2010", "utc_offset": null, "description": "30+ years trading and strategy development.\nFollow @priceactionlab for tweets about articles.\nTweets are not investment advice. Retweets are not endorsements.", "geo_enabled": false, "screen_name": "mikeharrisNY", "listed_count": 632, "friends_count": 1502, "is_translator": false, "notifications": null, "statuses_count": 56841, "default_profile": false, "followers_count": 18835, "translator_type": "none", "favourites_count": 83878, "profile_image_url": "http://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_banner_url": "https://pbs.twimg.com/profile_banners/179571631/1454920772", "profile_link_color": "1B95E0", "profile_text_color": "000000", "follow_request_sent": null, "contributors_enabled": false, "default_profile_image": false, "withheld_in_countries": [], "profile_background_tile": false, "profile_image_url_https": "https://pbs.twimg.com/profile_images/686960111026241536/z0ziRxjD_normal.png", "profile_background_color": "000000", "profile_sidebar_fill_color": "000000", "profile_background_image_url": "http://abs.twimg.com/images/themes/theme1/bg.png", "profile_sidebar_border_color": "000000", "profile_use_background_image": false, "profile_background_image_url_https": "https://abs.twimg.com/images/themes/theme1/bg.png"}, "place": null, "id_str": "1425748108625985536", "source": "<a href=\"https://mobile.twitter.com\" rel=\"nofollow\">Twitter Web App</a>", "entities": {"urls": [{"url": "https://t.co/UqXYbTmmxp", "indices": [117, 140], "display_url": "twitter.com/i/web/status/1\u2026", "expanded_url": "https://twitter.com/i/web/status/1425748108625985536"}], "symbols": [], "hashtags": [], "user_mentions": [{"id": 1104586886281072640, "name": "Matt Hollerbach", "id_str": "1104586886281072640", "indices": [0, 16], "screen_name": "breakingthemark"}, {"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [17, 25], "screen_name": "nntaleb"}]}, "favorited": false, "retweeted": false, "truncated": true, "created_at": "Thu Aug 12 09:16:52 +0000 2021", "coordinates": null, "quote_count": 0, "reply_count": 0, "contributors": null, "filter_level": "low", "retweet_count": 1, "extended_tweet": {"entities": {"urls": [{"url": "https://t.co/D0BmEfaQhq", "indices": [283, 306], "display_url": "twitter.com/mikeharrisNY/s\u2026", "expanded_url": "https://twitter.com/mikeharrisNY/status/1425542776960266249?s=20"}], "symbols": [], "hashtags": [], "user_mentions": [{"id": 1104586886281072640, "name": "Matt Hollerbach", "id_str": "1104586886281072640", "indices": [0, 16], "screen_name": "breakingthemark"}, {"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [17, 25], "screen_name": "nntaleb"}]}, "full_text": "@breakingthemark @nntaleb NNT 3 part argument. 1. Correlation is random shown on chart. 2. Wrong estimates result in underperformance in Table 1 w/ portfolio on efficient frontier. 3. MPT is problematic in this sense. But: No one uses whole period correlation due to regime changes. https://t.co/D0BmEfaQhq", "display_text_range": [26, 306]}, "favorite_count": 3, "is_quote_status": true, "quoted_status_id": 1425542776960266249, "display_text_range": [26, 140], "possibly_sensitive": false, "in_reply_to_user_id": 1104586886281072640, "quoted_status_id_str": "1425542776960266249", "in_reply_to_status_id": 1425644624543158276, "in_reply_to_screen_name": "breakingthemark", "in_reply_to_user_id_str": "1104586886281072640", "in_reply_to_status_id_str": "1425644624543158276"}, "retweet_count": 1, "extended_tweet": {"entities": {"urls": [], "symbols": [], "hashtags": [], "user_mentions": [{"id": 381289719, "name": "Nassim Nicholas Taleb", "id_str": "381289719", "indices": [21, 29], "screen_name": "nntaleb"}]}, "full_text": "I tried to summarize @nntaleb  argument about use of correlations in MPT. I hope this compression was successful otherwise my apologies.", "display_text_range": [0, 136]}, "favorite_count": 3, "is_quote_status": true, "quoted_status_id": 1425748108625985536, "in_reply_to_user_id": null, "quoted_status_id_str": "1425748108625985536", "in_reply_to_status_id": null, "in_reply_to_screen_name": null, "in_reply_to_user_id_str": null, "quoted_status_permalink": {"url": "https://t.co/b2k0hHMWbd", "display": "twitter.com/mikeharrisNY/s\u2026", "expanded": "https://twitter.com/mikeharrisNY/status/1425748108625985536"}, "in_reply_to_status_id_str": null}, "in_reply_to_user_id": null, "quoted_status_id_str": "1425748108625985536", "in_reply_to_status_id": null, "in_reply_to_screen_name": null, "in_reply_to_user_id_str": null, "quoted_status_permalink": {"url": "https://t.co/b2k0hHMWbd", "display": "twitter.com/mikeharrisNY/s\u2026", "expanded": "https://twitter.com/mikeharrisNY/status/1425748108625985536"}, "in_reply_to_status_id_str": null}