Nassim posts a symposium on risk parity on Twitter

SYMPOSIUM ON RISK PARITY

Friends, in the wake of the road-rage by the lunatic of #AQR, @CliffordAsness, I will post short tutorial videos explaining the BS in theories of diversification.

I will answer Qs here.
Thread is v. technical. Nonscientific commentators will be blocked pic.twitter.com/H9EOlNeZEh

— Nassim Nicholas Taleb (@nntaleb) May 26, 2020