Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked March 7, 2021

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Wed May 20 21:42:34 +0000 2020

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Nassim Nicholas Taleb @nntaleb

@maintcraft Changed to SCFT — PolitiTweet.org

Posted May 20, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

PROBABILITY DU JOUR What You See and Don't See: Hidden Moments of a Probability Distribution. The said "empirical" distribution hides stuff! Where is the hidden moment for n observations? Intuition of the results of paper below https://t.co/DQkZmbhE2R https://t.co/PkJ55QdN7I — PolitiTweet.org

Posted May 20, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

5/n #AQR Make AQR aware that OTM options have >> fatter tails than underlying (+ one-tailed), hence hidden moment are substantial. Similar to floods. "Empirical" simulations are not predictive in the naive intrapolative way. https://t.co/4l57VavlYF — PolitiTweet.org

PROBABILITY DU JOUR What You See and Don't See: Hidden Moments of a Probability Distribution. The said "empirical"… https://t.co/EURSEdHKM8

Posted May 20, 2020 Hibernated