Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Oct. 23, 2020

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Thu May 21 01:56:29 +0000 2020

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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

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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

RT @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… — PolitiTweet.org

@nntaleb Again, not a stand-alone tail risk mitigation fund, still a broken irrelevant point. And thinking you can… https://t.co/Rva52Zueqj

Posted May 21, 2020 Retweet Hibernated