Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Aug. 22, 2021

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Sun Aug 22 15:29:25 +0000 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

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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

@uri_sohn Mr Uri, is the below correct? This is not a "sum" of random variables, but a linear combination of mostly 1 and part of car 2. If a sum of 4 uniforms yields a mean = ½ std, the individuals must have a mean = std, no? https://t.co/VoBuKBoKRb — PolitiTweet.org

Posted Aug. 22, 2021