Link to Paper –
academia.edu/39149471/Option_Pricing Under Power Laws A Robust Heuristic
Month: May 2019
Bloomberg: Nassim says Fed Should Do ‘Minimum Harm’ and Expresses His Concerns About Deficits
Nassim Nicholas Taleb, scientific adviser at Universa Investments, discusses risks facing financial markets, U.S. monetary policy and his concerns about deficits with Bloomberg’s Erik Schatzker at the SALT Conference in Las Vegas on “Bloomberg Markets: The Close.” (Source: Bloomberg)
Link to video – https://www.bloomberg.com/n…
Foreword to the M4 Competition
Correlation is not Additive with Some Consequences for Subsamples
How the correlation of subsections will be lower than the total (in absolute value). With implications for “empirical” research.
Link to PDF – https://www.dropbox.com/s…
How Much Data Do You Need? A Pre-asymptotic Metric for Fat-tailedness
Free copy of the paper – https://arxiv.org/pdf/1802.05495.pdf