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Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked Dec. 29, 2021

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Fri Dec 17 23:46:09 +0000 2021

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Nassim Nicholas Taleb @nntaleb

@BldrInvstTech @CliffordAsness Try this from supp material I am not sure about your program. Ignore the 2nd moment vs variance. https://t.co/LE72dKEL2X — PolitiTweet.org

Posted Dec. 17, 2021

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Nassim Nicholas Taleb @nntaleb

@BrechtKerckhove Thanks! — PolitiTweet.org

Posted Dec. 17, 2021

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Nassim Nicholas Taleb @nntaleb

@BldrInvstTech @CliffordAsness Yes you are getting Jensens' inequality you must compute correlation piecewise, not globally. It is a ratio. — PolitiTweet.org

Posted Dec. 17, 2021