Nassim Nicholas Taleb @nntaleb
Excellent question! Just as correlation/covariance do not properly measure informational distance, standard deviation/variance do not measure the degree of uncertainty. More effective is entropy and conditional entropy for downside. ---- I ANSWER ALL LEGIT TECHNICAL QUESTIONS https://t.co/VtquYba4Vr — PolitiTweet.org
Bion at bitpharma.com @bitpharma
@nntaleb would it be possible to measure volatility with entropy and 'downside entropy' to measure risk? how do y… https://t.co/uwEdEUCXtY
