HRV appears to be ill-defined in papers and regressions; using logged variables fixes the problem.
Nassim tweeted that he added more aphorisms on the 3rd edition of his book, The Bed of Procrustes: Philosophical and Practical Aphorisms.
The Bed of Procrustes: Philosophical and Practical Aphorisms is a philosophy book by Nassim Nicholas Taleb written in the aphoristic style. It was first released on November 30, 2010 by Random House. An updated edition was released on October 26, 2016 that includes fifty percent more material than the 2010 edition.
A simple case study where model error shows the claims in a paper published in a “prestigious” psychology journal to be false. Why worry about low R^2.