Skip to content

Nassim Taleb

.org (UNOFFICIAL news site)

  • Videos
  • Writing
  • Audio
  • Academic
  • Nassim Taleb Videos on YouTube

Month: December 2021

[YouTube] Drawdowns and Logs

On December 25, 2021 By Admin In Statements, Videos

Quick presentation of drawdowns and the necessity to use logarithms for returns.

[YouTube] Path dependence in 3 minutes

On December 21, 2021 By Admin In Statements, Videos

Explaining path dependence and maximum drawdown. I made a mistake in terminology. What I called max drawdown is a local or “window drawdown” or “peak to the subsequent valley”. The real max drawdown is the one that goes from the peak to 80.

[Twitter] Maximum Ignorance Probability, with Application to Surgery’s Error Rates

On December 21, 2021 By Admin In Twitter, Writing

Maximum Ignorance Probability.
Updated my post, with a link to Jaynes' "Brandeis Problem".https://t.co/eRKlpvAtU1

— Nassim Nicholas Taleb (@nntaleb) December 14, 2021

A maximum entropy alternative to Bayesian methods for the estimation of independent Bernouilli sums.

Signup for updates

Buy Incerto (Deluxe Edition)

Incerto Deluxe Edition: Fooled by Randomness, The Black Swan, The Bed of Procrustes, Antifragile, Skin in the Game

Incerto (Deluxe Edition): Fooled by Randomness, The Black Swan, The Bed of Procrustes, Antifragile, Skin in the Game

Recent Comments

  • Soloman on [YouTube] MINI TUTORIAL: How to look at risk ratios & deal with disinformation: Saturated Fats & Nina Teicholz
  • Juan on [YouTube] MINI TUTORIAL: How to look at risk ratios & deal with disinformation: Saturated Fats & Nina Teicholz
  • Zachariah McNaughton on About
  • Ben Chod on The Intellectual Yet Idiot
  • Markku Karhunen on The Probability Distribution of P-Values

Categories

Archives

  • February 2023
  • January 2023
  • December 2022
  • November 2022
  • October 2022
  • August 2022
  • June 2022
  • April 2022
  • March 2022
  • February 2022
  • January 2022
  • December 2021
  • November 2021
  • October 2021
  • August 2021
  • July 2021
  • June 2021
  • May 2021
  • April 2021
  • March 2021
  • January 2021
  • December 2020
  • November 2020
  • October 2020
  • September 2020
  • August 2020
  • July 2020
  • June 2020
  • May 2020
  • April 2020
  • March 2020
  • February 2020
  • January 2020
  • November 2019
  • October 2019
  • August 2019
  • July 2019
  • June 2019
  • May 2019
  • April 2019
  • March 2019
  • January 2019
  • December 2018
  • November 2018
  • October 2018
  • September 2018
  • August 2018
  • July 2018
  • June 2018
  • May 2018
  • March 2018
  • February 2018
  • January 2018
  • October 2017
  • August 2017
  • July 2017
  • June 2017
  • May 2017
  • April 2017
  • March 2017
  • December 2016
  • November 2016
  • October 2016
  • September 2016
  • August 2016
  • July 2016
  • June 2016
  • May 2016
  • April 2016
  • March 2016
  • February 2016
  • September 2015
  • June 2015
  • May 2015
  • April 2015
  • March 2015
  • February 2015
  • January 2015
  • December 2014
  • November 2014
  • October 2014
  • September 2014
  • August 2014
  • March 2014
  • November 2013
  • September 2013
  • August 2013
  • July 2013
  • June 2013
  • May 2013
  • April 2013
  • March 2013
  • February 2013
  • January 2013
  • December 2012
  • November 2012
  • October 2012
  • September 2012
  • August 2012
  • July 2012
  • April 2012
  • December 2011
  • January 2011
  • December 2010
  • October 2010
  • June 2010
  • May 2010
  • May 2009
  • January 2009
  • November 2008
  • October 2008
  • July 2008
  • February 2008
  • November 2007
  • May 2007
  • October 2006
News
Nassim Taleb’s Book Reviews/Recommendations
About
WordPress Theme: Chronus by ThemeZee.