Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 23, 2020

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Thu May 21 01:23:20 +0000 2020

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Nassim Nicholas Taleb @nntaleb

The entire point is by that by cricitizing a tail risk mitigation via OTM options one would expect AQR's risk mitigation to be better. It's not and that's the story. (I also insist that there is was never a PERSONAL mention of Cliff Aness, just AQR.) https://t.co/w4jAZlKUaJ — PolitiTweet.org

Posted May 21, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

7/n Perhaps Mr Asness can show us empiricists, with the benefit of hindsight, which fund he wants us to pick to get the relative performance. PS- I have no interest in Asness, not even AQR, but they can't get away w/nonsensical claims abt tail risk. https://t.co/158Dz0pNKu https://t.co/txJQrm9aQU — PolitiTweet.org

Posted May 21, 2020 Hibernated

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Nassim Nicholas Taleb @nntaleb

9) For the general public watching the road rage of Mr Asness who misreplied to my last post: The claims by AQR is: tail risk is not needed by funds because there are ways to do it better. As we are finding out: the performance of AQR doesn't show it. https://t.co/D2SlEWkPAa — PolitiTweet.org

Posted May 21, 2020 Hibernated