Nassim Nicholas Taleb

@nntaleb ↗

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Last Checked June 5, 2022

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Sun May 15 11:22:59 +0000 2022

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Nassim Nicholas Taleb @nntaleb

@Firsou @financequant @TMessi_1 @shakeel Latinum vernaculum (linguae latinae vulgaris), non classicum, pater Italicus est. Ita quodam modo Italica proxima est Latino sicut circa 500-800 anno domini. — PolitiTweet.org

Posted May 15, 2022

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Nassim Nicholas Taleb @nntaleb

2) Turns out Di Maggio @ProfDiMaggio and Platias are irresponsible & must be sued for incompetence & causing pple to rely on their models. We've known for 35 y to NEVER simulate Geo Brow Motion without stochasticizing vol to simulate tails. See my Dynamic Hedging (1997), preLTCM! https://t.co/XKbNl1X5S5 — PolitiTweet.org

Posted May 15, 2022

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Nassim Nicholas Taleb @nntaleb

3) The precedent is J. Stiglitz and Peter Orzag, using similar Mickey Mouse simulations, putting their name on a paper showing Fannie & Freddie had no chance of going bust... just as I was saying it is sitting on barrels of dynamite. — PolitiTweet.org

Posted May 15, 2022