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Monthly Archives: August 2015

GMOs , Joseph Traub, Emanuel Derman | Twitter

Got the GMO renormalization result in closed form: Renorm(n):=1-(1-p)^{4^n}… was too obvious. — NassimNicholasTaleb (@nntaleb) August 29, 2015 RIP Joseph Traub. In 1996, at a conference, I used his name tag. Someone:"Thought Traub is older". R:"I eat healthy" http://t.co/yHuN44rV54 — NassimNicholasTaleb (@nntaleb) August 29, 2015 With @EmanuelDerman before our lectures making snide comments trying to […]

‘Very tough’ for Fed to normalize: Taleb | CNBC

The Federal Reserve faces a “very tough” task in normalizing monetary policy, as it has limited tools at its disposal after years of near-zero interest rates, academic and writer Nassim Taleb said Friday. “The Fed is like a huge army with very sophisticated equipment and no ammunition,” he said in a CNBC “Power Lunch” interview. […]

A ‘Black Swan’ Fund Made $1 Billion This Week | WSJ

Universa Hedge Fund, a famous ‘Black Swan’ fund, made more than $1 billion in profits in one week amid volatility. The recent market rout caught some star Wall Street traders by surprise. But not a hedge-fund firm affiliated with “The Black Swan” author Nassim Nicholas Taleb, which gained more than $1 billion on a strategy […]

Bloomberg Quant Seminar: slides on error and dimensionality

That’s tonight, as in August 27, 2015. Bloomberg Quant Seminar Tonight's lecture at Bloomberg Quant Seminar: my slides on error and dimensionality https://t.co/IaRvHPqyK6 — NassimNicholasTaleb (@nntaleb) August 27, 2015 Tonight’s lecture at Bloomberg Quant Seminar: my slides on error and dimensionality https://dl.dropboxusercontent.com/u/50282823/Error%20and%20Dimensionality.pptx.pdf

The only noteworthy correction I made in the 1900 pages of the INCERTO

The only noteworthy correction I made in the 1900 pages of the INCERTO, written over 18 years, which should come out as single unit: “To Benoit Mandelbrot, a Greek among Romans” [The Black Swan, 2007] to “To Benoit Mandelbrot, a Roman among Greeks” As I came to realize that the Romans were noBS FatTonies; they […]