Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 23, 2020

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Wed May 20 20:27:55 +0000 2020

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Nassim Nicholas Taleb @nntaleb

3/n Antti Ilmanen claims tails must be expensive from lottery tickets (but excludes 1987 crash); doesn't get basics: Stat 102 does't cover when assumptions are violated (Gauss-Markov, etc.) Fails to get Bayes' rule. Note: while RISK PARITY is ~unique, tail hedges vary hugely. https://t.co/8HrZ4QkOnj — PolitiTweet.org

Posted May 20, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

RT @john_f_hamer: “Trust those who trust you and distrust those who are suspicious of others.”—Nassim Nicholas Taleb, The Bed of Procrustes… — PolitiTweet.org

Posted May 20, 2020 Retweet Hibernated

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Nassim Nicholas Taleb @nntaleb

4/n #AQR Ilmanen the bullshitter (& the AQR team) among other things don't seem to get that tail payoff != probability x payoff under fat tails. You need to include payoffs not part of this, and g(x) is convex (option payoffs by convexity are MUCH MORE FAT TAILED than underlying) https://t.co/7skOHLO6sJ — PolitiTweet.org

Posted May 20, 2020 Hibernated