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Monthly Archives: June 2015

You can have a research career if…

You can have a research career if and only if you do research without trying to have a research career. Source: Facebook

Heuristic: to curtail metastatic correspondence, never answer the same day…

Heuristic: to curtail metastatic correspondence, never answer the same day, week or month mail that doesn’t require an answer the same day, week or month. Source: Facebook

The syllabus for my NYU course on Extreme Risk Analytics

https://twitter.com/nntaleb/status/609730198515224577 The syllabus for my NYU course on Extreme Risk Analytics. https://dl.dropboxusercontent.com/u/50282823/Lecture%20Syllabus.pdf

It is a mistake to think that people with skin in the game act more honestly because of disincentives…

It is a mistake to think that people with skin in the game act more honestly because of disincentives. It can also be a selection bias: those with skin in the game tend to be the virtuous; their conscience and sense of fairness would lead them to situations where they share the harm and the […]

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 […]