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Monthly Archives: October 2016

Randomness of Correlation

This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations. Some later sections are somewhat technical as rederived an old equation with more precise functions (in order to apply to fat tails) and showed the distribution of the maximum of d variables with n points per variable. […]

Psycholophasters, social “science”, Tokyo, Graphical Representation, Shillary, Atheism, Flaneurmobile, Wahhabism, Mossul, Aleppo, Na zdorovie!

@RussianCarousel An economist is a mixture of 1) a businessman without common sense, 2) a physicist without brain, and 3) a speculator without balls @nntaleb   Permalink 11:26 AM – 29 Oct 2016 @TheBehaviourGuy @DanielJHannan I would forward anyone who thinks economists matter to @nntaleb   Permalink 11:19 AM – 29 Oct 2016 @nntaleb GMOs: […]

Foreword to Ed Thorp’s Memoirs (A Man for All Markets) | Medium

Link to article. Foreword to Ed Thorp’s Memoirs (A Man for All Markets) Ed Thorp is the first modern mathematician who successfully used quantitative methods for risk taking –and most certainly the first mathematician who met financial success doing it. Since then there have been a cohort, such as the Stony Brook whiz kids –but […]

Syria, Kiev, Gary Johnson, Kosterlitz-Thouless | Twitter

@nntaleb Feeding children w/fallacious stat reasoning: 75% of all inmates are dropouts ⇏ 75% of all dropouts become inmates.   Permalink 3:10 PM – 9 Oct 2016 @nntaleb Like Gadhafi, like Saddam. Presidential candidate Clinton says removing Assad in Syria is No. 1 priority   Permalink 11:01 AM – 9 Oct 2016 @nntaleb Where are […]