Top Tweets for #LinearStochasticFools
@paulportesi it'even worse...their definition of risk (variance) is self-referential....they use it as both an input and a target (leverage toggle)...they create low entropy and then get blown-out by their own creation...lather,rinse, repeat ;)
#LinearStochasticFools
@rjparkerjr09 Jerry, I love the conversations w/allocators when you tell them your Sharpe is lower than their portfolio, but by adding my strategy it will make it higher...they just stare at you blankly, dumbfounded #linearstochasticfools
@INVESTMENTSHULK @bennpeifert @onetrickpony don't tell that to the buy-side quant shops...#linearstochasticfools
Dear @federalreserve :
Stay in your own fukking lane...as lender of last resort...not risk-eliminator for shitty fund managers who can't even generate Beta...and #fukkoff you #linearstochasticfools and #pedigreedsheep
@nntaleb Wittgensteinโs ruler in cartoon formatโ๐ป
@choffstein no shortage of #linearstochasticfools in this business who are adept at predicting the past ;)
@nntaleb ๐คซ There's an edge to fading these #linearstochasticfools when "emergent order" reaches a local extrema ๐ #complexadaptive
@mikeharrisNY @NUMISMATICS9 @nntaleb Variance as a risk measure is a fools errand #linearstochasticfools
@EpsilonTheory Epsilon Theory, as you label it, is what successful traders call "market dynamics"...squeezes, liquidations, and other non-linear risks that the #linearstochasticfools fall prey to...๐
@mikeharrisNY These people are #linearstochasticfools they completely ignore the non-normality, non-iid & non-stationary realities of financial time-series data...#smh
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