>>13991220>Talibsmart guy, but he has HUGE blind spots when it comes to his own actions and thoughts. He finds something interesting, and then throws huge sweeping and untrue generalizations as attacks at others. When called out for not citing research he uses to make his own points, he goes on a tangent attacking others on their not-citing people, but refuses to address his own mistakes/errors/ways. When it's obviously random chance at play, he pretends it's his smarts that pulled through, and literally avoids questions around his own beliefs in finance that contradict his statistical beliefs.
He's worth reading, but with a grain of salt.
>>13992312No idea. He's making some assumptions about the time series and I guess some common calculations for the variance of returns(?) or something, I guess to make a point about "oh mean and variance are useless" but he never really says what it is. If you wade through the comments sucking his dick, one comment says: "Took me a minute to realize this was referring to the mean and variance of the changes (-1 or +1). Whereas if you're using the 95-105 values to calculate variance, variance will be greater for the unstable paths."
Taleb commented:
"No."
So. take that what you will.
