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Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Sept. 15, 2021

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Sat Jan 30 08:02:36 +0000 2021

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Nassim Nicholas Taleb @nntaleb

The great A. N. Komogorov's "information abt X conveyed by Y". Entropy is a much more rigorous metric of association than correlation. See in thread w/Andrey Nikolaevich's algorithmic complexity. A reminder of the "Supreme Rigor of the Russian School of Probability". https://t.co/qkfRwVSzGh — PolitiTweet.org

Marcel Fröhlich @FroehlichMarcel

Three approaches to the quantitative definition of information by AN Kolmogorov, 1965 #combinatorial… https://t.co/hP1KcxGMom

Posted Jan. 30, 2021 Hibernated

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Nassim Nicholas Taleb @nntaleb

VaR & tools "modern" portfolio theory have been blowing up funds & banks since first use in 1987. Blew up FNMAe & almost all banks in 2009, LTCM in 1998, First Op of Chicago in 1987, AQR in 2020 .... Yet it is still in use. They deserve to blow up. Just not with taxpayer funds. — PolitiTweet.org

MKM Abdul @MKM_Abdul

@nntaleb Regulators used an ultra fragile VaR based model to estimate the clearing fund - which basically blew up w… https://t.co/x2CKNb35Vt

Posted Jan. 30, 2021 Hibernated

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Nassim Nicholas Taleb @nntaleb

@riachi_jean Businesses & the govmt are certainly to blame. But it is the population that is the most guilty here. + Family and private reunions were superspreaders. — PolitiTweet.org

Posted Jan. 30, 2021 Hibernated