Category: Writing

[Medium] A Few Things We Don’t Quite Get About the Levant

On By In Statements, Writing

(First Draft of the Foreword to Pierre Zalloua’s forthcoming book. For comments.)

Some people believe that the Levant is the end of the East and a portal to the West; others describe it as the end of the West and a portal to the East. Those in the first group tend to belong to the main branches of the Islamic faith, while those in the second belong to various Christian Levantine churches. Now, one might think that the two descriptions are equivalent: an intersection, after all, is an intersection. However, by the same mechanism that generates the so-called ‘narcissism of small differences,’ not only are these two statements not equivalent, but they are, in practice, contradictory. It even took a civil war for the Lebanese to understand this fallacy.

Continue reading on Medium: medium.com/incerto/a-few-things-we-dont-quite-get-about-the-levant-da6ff702974f

[New Version] Informational Rescaling of PCA Maps with Application to Genetic Distance

On By In Twitter, Writing

A new version of the paper using entropy-based Principal Components maps for genetic distance (vs Gaussin correlation-based methods). Applied to the PCA of the entire world population, relative distances are markedly different!

Link to the paper – https://arxiv.org/pdf/2303.12654.pdf

[Medium] Bitcoin is the Detector of Imbeciles

On By In Statements, Writing

On The Cluster of Charlatans, Zero Interest Rate Virgins, & Crypto Tumors
Interview with Laeticia Strauch-Bonart in L’Express (French magazine), translated.

Last year, 2022 was not of much respite for cryptocurrencies. While bitcoin has lost more than 60% of its value, the entire sector is in crisis, punctuated by various bankruptcies such as those of Terra and FTX. The phenomenon is the consequence, according to scholar and former trader Nassim Nicholas Taleb, of the low-interest rate “Disneyland” economy in which we have been living for fifteen years. A “cluster” was formed: Pro-putin, climate and Covid deniers, carnivores, and crypto culties, that Taleb, a former crypto hopeful but a fierce opponent since 2021, has decided to attack head-on.

Continue reading on Medium: medium.com/incerto/bitcoin-is-the-detector-of-imbeciles-e5cc5eeccdbf

[Medium] How I write

On By In Statements, Writing

(Preface to the 15th year Italian edition of The Black Swan)

Imet Luca Formenton, Saggiatore’s capo twenty years ago, in April 2002, in the eternal city, in a mozzarella bar-terrace near the parliament. I spoke in highly ungrammatical Italian; he addressed me in impeccable English, a practice we have sort of maintained for twenty years. That was the period when I very badly wanted to satisfy my failed childhood dream to produce literature, but everything conspired to stop me from partaking of that highly protected genus.

Continue reading on Medium: medium.com/incerto/how-i-write-8b495eae0330

This overhyped Zone 2 must not be discrete

On By In Statements, Writing
Natural distribution of heart rates vs that from modern life.

Heart rates must be Lognormal in distribution. Simply, it is not possible to have a negative heart rate and at low variance (and a mean > 6 standard deviations away from 0), the lognormal behaves like a normal.

Incidentally I failed to understand from San-Millan’s paper(s) the 2 mmol lactate threshold claimed in the podcast with Petter Attia and elsewhere. I don’t see a threshold. Even for athletes (top graph below) there is a mix outside asymptote (Lactate >5 mmol becomes 0 fat oxidation).

Link to full article – https://fooledbyrandomness.com/blog/2022/10/16/this-overhyped-zone-2-training-must-not-be-discrete/

Detecting BS in Correlation Windows

On By In Statements, Writing
S&P 500 and 10-year US Treasury Bond Rolling Correlation of Monthly Returns

Financial theory requires correlation to be constant (or, at least, known and nonrandom). Nonrandom means predictable with waning sampling error over the period concerned. Ellipticality is a condition more necessary than thin tails, recall my Twitter fight with that non-probabilist Clifford Asness where I questioned not just his empirical claims and his real-life record, but his own theoretical rigor and the use by that idiot Antti Ilmanen of cartoon models to prove a point about tail hedging. Their entire business reposes on that ghost model of correlation-diversification from modern portfolio theory. The fight was interesting sociologically, but not technically. What is interesting technically is the thingy below.

Link to full article – https://fooledbyrandomness.com/blog/2021/11/24/detecting-bs-in-correlation-windows/