Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Jan. 18, 2022

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Wed Mar 31 13:22:49 +0000 2021

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Nassim Nicholas Taleb @nntaleb

FINANCE DU JOUR It suffices for the correlation between any 2 assets to have a random character, that is, needs to be "recalibrated", for everything in Modern Portfolio Theory to fall apart. Also applies to AQR-style strategies called "risk parity". Proof via #ellipticality — PolitiTweet.org

Posted March 31, 2021 Hibernated

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Nassim Nicholas Taleb @nntaleb

FINANCE DU JOUR It suffices that the correlation between any 2 assets to have a random character, that is, need to be "recalibrated", for everything in Modern Portfolio Theory to fall apart. This applies to AQR-style strategies called "risk parity". Proof via #ellipticality — PolitiTweet.org

Posted March 31, 2021 Deleted Just a Typo

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Nassim Nicholas Taleb @nntaleb

@emmavj @rhymerrigby Why are the 2 of you journalists so... stupid? Counts the self-accounts by failed people vs books by successful ones. — PolitiTweet.org

Posted March 31, 2021 Hibernated