Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 19, 2020

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Wed May 20 13:46:17 +0000 2020

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Nassim Nicholas Taleb @nntaleb

2/n (#AQR) Meanwhile Universa hedged portf outperformed SP while AQR crap and RISK PARITY junk underperformed. I cannot believe that AQR will issue claims from hypotheticals. Further they are mired in the probability distributions & metrics that have been amply debunked. — PolitiTweet.org

Posted May 20, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

1/n AQR issued 2 flawed reports saying tail risk hedging doesn't work (in theory), options are "expensive" Yet they did not reveal that 1) Their OWN risk premia strategies lost money. 2) Their other public crap underperforms the MKT. Insult to clients & the REAL WORLD. — PolitiTweet.org

Posted May 20, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

@ryankon @ishirubi Not if it spreads through the planet — PolitiTweet.org

Posted May 20, 2020 Hibernated