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Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 23, 2020

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Wed May 20 21:47:25 +0000 2020

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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

Nassim Nicholas Taleb @nntaleb

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

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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

@R0g3rM3xic0 @zeynep @yaneerbaryam We have (with @DrCirillo) an embargoed paper in Nature Physics on flaws in epi models coming out the 25th can discuss with @zeynep. — PolitiTweet.org

Posted May 20, 2020 Hibernated