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He's like an actually smart version of Nicholas Nassim Taleb. Arrogant, egotistical and dismissive but at least he has real math chops.

by JackFr 3y ago

leto_ii 3y ago
Taleb has math chops, what are you talking about? He's also quite a bit less self-aggrandizing. Otoh, they do seem to like reach other, which in my book does cast some doubt on taleb's ability to judge people...
- bdjsiqoocwk 3y ago
  What math chops does taleb have? The same ones as any options trader, as far as I can tell.
  - seanhunter 3y ago
    On the options desk that I was a quant on[1] the traders were extremely dismissive of Taleb's math chops since in his book "Taleb on Risk: Managing Vanilla and Exotic Options" he clearly doesn't understand delta hedging, which is a pretty fundamental concept, particularly if you're writing a book about managing options risk. [1] Equity Exotics and Hybrids at Goldman in London circa 2005 or so.
  - leto_ii 3y ago
    Ok, the guy is not some Fields medalist, so it depends what you mean by math chops, but here are a few of his papers published in respectable journals that have non negligible math content: https://www.sciencedirect.com/science/article/abs/pii/S0378437118301894 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1707.01370.pdf https://arxiv.org/pdf/1707.01370.pdf) https://www.sciencedirect.com/science/article/abs/pii/S0378437110002189 https://www.sciencedirect.com/science/article/abs/pii/S03784... https://www.sciencedirect.com/science/article/abs/pii/S0378437115001429 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1405.1791.pdf https://arxiv.org/pdf/1405.1791.pdf) https://www.sciencedirect.com/science/article/abs/pii/S0378437116000923 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1505.04722.pdf https://arxiv.org/pdf/1505.04722.pdf) https://www.nature.com/articles/s41567-020-0921-x https://www.nature.com/articles/s41567-020-0921-x There are plenty more btw, these were the ones that I could find in more prestigious journals. if you follow him on Twitter you'll see that he also does quite a bit of recreational maths too.

He's like an actually smart version of Nicholas Nassim Taleb. Arrogant, egotistical and dismissive but at least he has real math chops.

by JackFr 3y ago

He's like an actually smart version of Nicholas Nassim Taleb. Arrogant, egotistical and dismissive but at least he has real math chops.

leto_ii 3y ago

Taleb has math chops, what are you talking about? He's also quite a bit less self-aggrandizing. Otoh, they do seem to like reach other, which in my book does cast some doubt on taleb's ability to judge people...

bdjsiqoocwk 3y ago
What math chops does taleb have? The same ones as any options trader, as far as I can tell.
- seanhunter 3y ago
  On the options desk that I was a quant on[1] the traders were extremely dismissive of Taleb's math chops since in his book "Taleb on Risk: Managing Vanilla and Exotic Options" he clearly doesn't understand delta hedging, which is a pretty fundamental concept, particularly if you're writing a book about managing options risk. [1] Equity Exotics and Hybrids at Goldman in London circa 2005 or so.
- leto_ii 3y ago
  Ok, the guy is not some Fields medalist, so it depends what you mean by math chops, but here are a few of his papers published in respectable journals that have non negligible math content: https://www.sciencedirect.com/science/article/abs/pii/S0378437118301894 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1707.01370.pdf https://arxiv.org/pdf/1707.01370.pdf) https://www.sciencedirect.com/science/article/abs/pii/S0378437110002189 https://www.sciencedirect.com/science/article/abs/pii/S03784... https://www.sciencedirect.com/science/article/abs/pii/S0378437115001429 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1405.1791.pdf https://arxiv.org/pdf/1405.1791.pdf) https://www.sciencedirect.com/science/article/abs/pii/S0378437116000923 https://www.sciencedirect.com/science/article/abs/pii/S03784... (free at https://arxiv.org/pdf/1505.04722.pdf https://arxiv.org/pdf/1505.04722.pdf) https://www.nature.com/articles/s41567-020-0921-x https://www.nature.com/articles/s41567-020-0921-x There are plenty more btw, these were the ones that I could find in more prestigious journals. if you follow him on Twitter you'll see that he also does quite a bit of recreational maths too.