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Tag Archives: options

Nassim Taleb on Black Monday, Fed, Market Lessons | Bloomberg

Bloomberg TV Markets and Finance Published on Oct 16, 2017 Oct.16 — The Black Monday crash was 30 years ago this week. “Black Swan” author Nassim Taleb was a trader for First Boston at the time. He made a lot of money while others lost fortunes. He recounts the experience with Bloomberg’s Erik Schatzker.

I am Nassim Nicholas Taleb Ask Me Anything on Options and other Nonlinear Derivatives 6/5/15

NNT did an AMA on Reddit yesterday. I’ve collected his responses in this post. You can see the entire exchange here. [–]nntaleb   Indeed. ATM drops faster, OTM rises. The same idea of shadow theta. Also project that the delta will go lower over time. [–]nntaleb   I wish you both luck and patience. [–]nntaleb   1) These […]

The Markets, Economic Data, and My Black Swan Approach – Scala Volpe Capital

At this point I think it would be helpful to illuminate what I’ve been doing both in reaction to the economic data and to be proactive to what I think is still to come.  As you may have read already on my Portfolio page, I do employ black swan prote…