Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Aug. 22, 2021

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Sun Aug 22 13:39:30 +0000 2021

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Nassim Nicholas Taleb @nntaleb

@Toshiki_trades @pedroscasal @gallir 1) You know the distribution is not realistic: too skewed for a 365 day sum. 2) These fakers are not going to use a lornormal or gamma dist. If they were sophisticated they would not have mean = ½ STD. Uniform on Excel is the easiest. — PolitiTweet.org

Posted Aug. 22, 2021

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Nassim Nicholas Taleb @nntaleb

@pedroscasal @gallir Consider that each entry is a sum of 365 random variables... — PolitiTweet.org

Posted Aug. 22, 2021

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Nassim Nicholas Taleb @nntaleb

An interesting point concerning the scaling of noise: if the daily mean is twice the standard deviation, the annual mean must be ~ 38 times the annual standard deviation. https://t.co/NdF15J1430 — PolitiTweet.org

Posted Aug. 22, 2021