Monthly Archives: October 2016

Randomness of Correlation

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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.
This paves the way to the real scientific work on random matric theory under fat tails and failure of Marchenko-Pastur.
CorrelationDistribution(10/16)
https://dl.dropboxusercontent.com/u/50282823/CorrelationDistribution.nb.pdf

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

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@RussianCarousel An economist is a mixture of 1) a businessman without common sense, 2) a physicist without brain, and 3) a speculator without balls @nntalebhttps://twitter.com/TheBehaviourGuy/status/792430653472202753   Permalink 11:26 AM – 29 Oct 2016

@TheBehaviourGuy @DanielJHannan I would forward anyone who thinks economists matter to @nntalebhttp://read.bi/2eTEXPf   Permalink 11:19 AM – 29 Oct 2016

@nntaleb GMOs: Returnless Risk,case closed. Even NYT admits no ↑yield/↓pesticides. Next preys: +Saudi Barbaria +neocons +Pinkerisms (BS artists) Permalink 10:36 AM – 29 Oct 2016

@nntaleb Incidentally Procopius is one of the 100s of Greek Syrian authors not taught in Syria (Arabism brainwashing). @peterfrankopan @BrankoMilan Permalink 9:25 AM – 29 Oct 2016

@nntaleb the 3 integrals (2 bounds) @CutTheKnotMath Errata: Sn IS the Gen Harmonic Number.pic.twitter.com/28EcPBAJIo Permalink 9:07 AM – 29 Oct 2016

@nntaleb Route 2: comparing to 3 integrals @CutTheKnotMath (On a long plane ride back for Tokyo, your quizzes kill time!)pic.twitter.com/iDR6lTL9MG Permalink 8:27 AM – 29 Oct 2016

@nntaleb Am I cheating somewhere here? @CutTheKnotMathpic.twitter.com/VgEMFQfNGj Permalink 7:39 AM – 29 Oct 2016

@nntaleb I’ve stopped trusting scholarship by most pple on a salary, or deriving bulk of income from it. Scholarship is for the free (“Liberal” arts) Permalink 7:00 AM – 29 Oct 2016

@nntaleb Byzantinism du jour: The Orthodox church allows divorce in order to prevent excessive cases of poisoning. (Justinian code) Permalink 9:37 PM – 28 Oct 2016

@nntaleb Psycholophasters don’t get optionality of p-value. https://arxiv.org/pdf/1603.07532v3.pdf   Plus @DanTGilbert is an imbecile.https://twitter.com/BrianNosek/status/791790886841495552   Permalink 5:07 PM – 27 Oct 2016

@nntaleb Does anyone of Twitter-Byzantinist friends & proto-friends recommend Kazhdan’s book? Eucharist! https://www.amazon.com/Oxford-Dictionary-Byzantium-3-Set/dp/0195046528/ref=sr_1_1?ie=UTF8&qid=1477606098&sr=8-1&keywords=kazhdan+oxford+dictionary   @byzantinepower Permalink 3:12 PM – 27 Oct 2016

@nntaleb Revival of Greek Identity in Syria: Interview with Operation Antiochhttp://katehon.com/article/revival-greek-identity-syria-interview-operation-antioch   Permalink 2:05 PM – 27 Oct 2016

@nntaleb The more literary version of #DrainTheSwamp or F***you elections is Hercules cleaning the Augean stables. https://en.wikipedia.org/wiki/Augeas  https://twitter.com/realdonaldtrump/status/791648893725450240   Permalink 11:59 AM – 27 Oct 2016

@nntaleb People have trouble understanding that sample mean != true mean, as we saw with BS artist Pinker. @DrCirillo @DCosmology Permalink 7:22 AM – 27 Oct 2016

@nntaleb The reasons to shut down social “science”: 1) It is largely BS, 2) Academics firmly believe their job is to *think* for the rest of us. Permalink 7:17 AM – 27 Oct 2016

@tparsi The neocons are salivating… Clinton Adviser: Let’s Attack Iran to Aid Saudis in Yemen http://nymag.com/daily/intelligencer/2016/10/clinton-adviser-lets-attack-iran-to-aid-saudis-in-yemen.html?mid=twitter-share-di   @mehdirhasan @rezaaslan Permalink 8:45 PM – 26 Oct 2016

@nntaleb Invitation to my #Antifragile lecture tomorrow in Tokyo. So far >3000 rgstrd. #東京国際フォーラム http://bit.ly/2dyNu8P  pic.twitter.com/3vgpUsgW37 Permalink 7:23 PM – 26 Oct 2016

@nntaleb I see people focusing on the task not just the fruit of the task. This is refreshing. (Tokyo) Permalink 3:49 PM – 26 Oct 2016

@nntaleb My brief impression of Japan: life is a sequence of elegantly executed rituals. Permalink 3:40 PM – 26 Oct 2016

@nntaleb Japan: life is a sequence of skillfully executed rituals. Permalink 3:36 PM – 26 Oct 2016

@nntaleb The New Testament was written in the capital of Syria, Antioch, in (bad) Greek. @FullTiltonic Permalink 2:24 PM – 26 Oct 2016

@nntaleb The Beirut school of law kept Latin because Imperial law remained in Latin. @i_contemplate_ @FullTiltonic Permalink 2:13 PM – 26 Oct 2016

@nntaleb People know that most influential Greek city >3rd C was Alexandria… in Egypt. They don’t extend to other cities on the Med. Permalink 2:12 PM – 26 Oct 2016

@nntaleb Beirut was diglossic in the sense that it was the only Eastern city was Latin was used, to the horror of Libanius. @FullTiltonic Permalink 2:06 PM – 26 Oct 2016

@nntaleb 2) Too OBVIOUS:It is practically impossible to physically distinguish an urban Western Syrian (Sunni or Christian) from a Greek. Impossible. Permalink 2:04 PM – 26 Oct 2016

@nntaleb The Levant was diglossic except in coastal cities where it was all Greek. @FullTiltonic Permalink 2:00 PM – 26 Oct 2016

@nntaleb We have 2 stories of Syria, Greco-Roman v/s Arab. Salibi fell for the Arab fabrication. Maps are both preIslamicpic.twitter.com/5vCH62Irv3 Permalink 1:55 PM – 26 Oct 2016

@nntaleb More complete copy explaining steps in red. Full integral is just extra. @CutTheKnotMathpic.twitter.com/JKbbNkECzn Permalink 12:38 PM – 26 Oct 2016

@nntaleb Many are virtuous for lack of opportunity. [Revised] Permalink 7:53 AM – 26 Oct 2016

@nntaleb So many people think of themselves as honest simply because they can’t manage to steal. Permalink 10:50 PM – 25 Oct 2016

@nntaleb Problem: as a probabilist I focus on what’s missing from “evidence”. @DrCirillo & I have started foundations of statistical historiography.https://twitter.com/nntaleb/status/790892396892610564   Permalink 3:43 PM – 25 Oct 2016

@nntaleb “If my enemies knew me better, they would hate me even more; If my friends knew me better, they would like me even more” Bed of Procrusteshttps://twitter.com/neelakandan1212/status/791032201752129536   Permalink 2:59 PM – 25 Oct 2016

@nntaleb Do you accept this proof? (On a 14h plane ride to Tokyo) @CutTheKnotMathpic.twitter.com/H7A1AUAd9R Permalink 1:58 PM – 25 Oct 2016

@nntaleb Is it me, or there is something profoundly, profoundly unphilosophical about ranking philosophers?https://twitter.com/davidpapineau/status/790989024785641472   Permalink 1:00 PM – 25 Oct 2016

@nntaleb You are welcome @Scaramuccihttps://twitter.com/scaramucci/status/790982370774118400   Permalink 11:40 AM – 25 Oct 2016

@nntaleb But I got a lot of pple trying to “bully” me: GMO shills, IYIs, Saudi lobbyists, economists & only when I care I bully the sh$t out of them Permalink 9:42 AM – 25 Oct 2016

@nntaleb The very idea of deadlifting is that you don’t feel “bullied” except of course when done by (some) large animals. @CoachRippetoehttps://twitter.com/scottadamssays/status/790948569293336577   Permalink 9:22 AM – 25 Oct 2016

@nntaleb .@Barkinka1 You need to 1) read Arabic script, 2) understand old Turkish. The intersection is very very rare. Permalink 8:38 AM – 25 Oct 2016

@nntaleb The Turks have wonderful archives nobody can read because in Arabic script. Some in Syriac script. @trscbrs @peterfrankopan Permalink 8:22 AM – 25 Oct 2016

@nntaleb Bingo! Arab is called Tayyaye (Tayyoyo), apparently from Bani Tayy, or Tayyoun or Tyan or closer to Babylon: Sarqaya! @BlackWhiteKnite Permalink 8:21 AM – 25 Oct 2016

@nntaleb Kamal Salibi is an amateur at best, blinded by protestant-fueled Arab nationalism @GhassanDahhan @peterfrankopanpic.twitter.com/Mr39wnA6sL Permalink 8:14 AM – 25 Oct 2016

@nntaleb Aramaic du jour. Quiz: what is the designation for Arab (i.e. from Arab tribes) in Syriac? Permalink 8:00 AM – 25 Oct 2016

@nntaleb The minority rule in action. Money tawks and BS walks https://medium.com/@nntaleb/the-most-intolerant-wins-the-dictatorship-of-the-small-minority-3f1f83ce4e15#.vmhfiqpww  https://twitter.com/GMWatch/status/790922366989643777   Permalink 7:27 AM – 25 Oct 2016

@nntaleb Because when you put historical fabrications on social media, you are bound to account for it. @Abunass3r @GhassanDahhan @peterfrankopan Permalink 7:24 AM – 25 Oct 2016

@nntaleb Gaps: historians tend to mistake absence of evidence for evidence of absence. Historiographical approach in The Black Swan @peterfrankopan Permalink 5:47 AM – 25 Oct 2016

@nntaleb Tempted to write a Brief History of Syria using Aramaic/Greek/Armenian/Persian/Turkic sources instead of Arab propaganda. @peterfrankopan Permalink 5:26 AM – 25 Oct 2016

@nntaleb Fat Tonys do not debate Dr Johns. When they do, they do it for entertainment, not to win. They prefer the moneyhttps://twitter.com/marcushewitson/status/790876747608707072   Permalink 4:28 AM – 25 Oct 2016

@nntaleb The @EmanuelDerman approach visualized. The combination lies inside the sphere @financequant @CutTheKnotMathpic.twitter.com/aURW4SKFaB Permalink 12:10 PM – 24 Oct 2016

@nntaleb While US & Russia bicker over bones, China is slowly swallowing the Pacific. Just as in 1208->1230s before Ghengis.https://twitter.com/GennadySimanovs/status/790625087359778818   Permalink 11:50 AM – 24 Oct 2016

@nntaleb .@financequant @EmanuelDerman @CutTheKnotMath 4) What makes math unique & diverse is that approaches are *duals* to one another. Permalink 11:40 AM – 24 Oct 2016

@nntaleb With some geometry @CutTheKnotMathpic.twitter.com/VC12s2bpnz Permalink 10:10 AM – 24 Oct 2016

@nntaleb Real World Risk Certificate, 4th class, Feb 6-10 2017 RWRI-4 http://www.realworldrisk.com   Permalink 9:11 AM – 24 Oct 2016

@nntaleb Resting is valuable only if you are resting *from* something. Permalink 7:49 AM – 24 Oct 2016

@nntaleb Finally, as we converge to equality from below @CutTheKnotMathpic.twitter.com/Fg3m8uOiui Permalink 7:02 AM – 24 Oct 2016

@nntaleb Graphical representation: ridge a=b for different values of c. Can’t get a clean RegionPlot3D. @CutTheKnotMathpic.twitter.com/Vo5RYHRPvS Permalink 6:53 AM – 24 Oct 2016

@nntaleb My kind of response (except more polite). Journalism is the last refuge of the rejects of the information age.https://twitter.com/MilenaRodban/status/790538546184544256   Permalink 6:06 AM – 24 Oct 2016

@nntaleb 3) So all you got is failed scholars with Ivy League degrees living hand to mouth. @faysalitani @MiddleEastInst @nabihbulos @Charles_Lister Permalink 5:08 AM – 24 Oct 2016

@nntaleb 2) I never ran into a smart person whose ambition was to become a propagandist. @faysalitani @MiddleEastInst @nabihbulos @Charles_Lister Permalink 5:03 AM – 24 Oct 2016

@nntaleb 1) At the risk of being offensive, Mr Itani, pbm w/shills is lack of intelligence. @faysalitani @MiddleEastInst @nabihbulos @Charles_Lister Permalink 5:02 AM – 24 Oct 2016

@nntaleb Mr Itani, you think we do not know about the EXACT sources of funds of @MiddleEastInst ? @faysalitani @nabihbulos @Charles_Lister @EHSANI22 Permalink 4:56 AM – 24 Oct 2016

@nntaleb Something strange with correlation distributions under fat tails; althought they don’t technically “exist”:pic.twitter.com/MTBZssPo9H Permalink 4:01 PM – 23 Oct 2016

@nntaleb No leftist should EVER consider Shillary, warmonger, cronyist, corrupt, shill. Pick any other candidate, to taste.https://twitter.com/maxbsawicky/status/790293484204920832   Permalink 1:50 PM – 23 Oct 2016

@nntaleb Force @TheEconomist to live in Syria under an ISIS regime. Add to that the pseudoleftists who support Shillary.https://twitter.com/OnatMansur/status/790280073148522497   Permalink 1:38 PM – 23 Oct 2016

@nntaleb Foretaste: thanks to pseudoleftist IYIs, neighborhoods in Paris, Brussels & London will be modelled after E Aleppo.https://twitter.com/EHSANI22/status/790239391276994560   Permalink 12:36 PM – 23 Oct 2016

@nntaleb The Nobel itself is impolite, arrogant, arbitrary, hierarchical… It is not arrogant to ignore unsollicited calls.http://www.telegraph.co.uk/music/news/nobel-academy-member-calls–bob-dylan-impolite-and-arrogant/   Permalink 5:58 AM – 23 Oct 2016

@nntaleb This BS picture was retweeted >11k. Yet the picture was made in 2013 in Dubai.https://twitter.com/ianbremmer/status/789852854227984384   Permalink 4:16 AM – 23 Oct 2016

@nntaleb It is neither cheap nor easy. It is called conflict of interest & @Charles_Lister is a prostitute. @faysalitani @EHSANI22 @MiddleEastInst Permalink 1:00 PM – 22 Oct 2016

@nntaleb Fooled by Correlations, a MiniMooc tutorial.https://youtu.be/yUooqL47akM   Permalink 6:50 AM – 22 Oct 2016

@nntaleb Atheism is not part of Paganism. Atheism is an extreme version of Protestantism.https://twitter.com/ektrit/status/789774672091029504   Permalink 4:38 AM – 22 Oct 2016

@GhassanDahhan Compare the coverage of Mosul and East Aleppo and it tells you a lot about the propaganda we consumehttp://www.independent.co.uk/voices/iraq-syria-aleppo-mosul-patrick-cockburn-propaganda-we-consume-a7373951.html   Permalink 2:19 AM – 22 Oct 2016

@nntaleb Truth is in the extremes. There is no noise in the far tails. Permalink 5:12 PM – 21 Oct 2016

@nntaleb In flaneurmobile with coach Rippetoe; he promised a one rep max of 500 lbs within 1-2 years.pic.twitter.com/LXHQezPN1q Permalink 5:45 AM – 21 Oct 2016

@nntaleb I do presses. No bench. @debabyatskiy @chaslutz @CoachRippetoe Permalink 12:18 PM – 20 Oct 2016

@nntaleb Squid Ink … Got @CoachRippetoe addicted!pic.twitter.com/LeGwlOq0U7 Permalink 12:17 PM – 20 Oct 2016

@nntaleb With @CoachRippetoe in New York heating to the squid ink place.pic.twitter.com/kM9BCvBeI0 Permalink 9:51 AM – 20 Oct 2016

@nntaleb in·tel·lec·tu·alˌ in(t)əˈlek(t)SH(əw)əl/ noun: intellectual 1.an idiot deprived of clarity of mind trying to hide it under complication. Permalink 6:30 AM – 20 Oct 2016

@nntaleb For the list of typical IYI you,@dandrezner, weren’t suggested. Is it because you carry no influence? [Watch Drezner’s frenetic responses] Permalink 5:24 AM – 20 Oct 2016

@nntaleb You can expect in return to see Germany supporting the Syrian “rebels”.https://twitter.com/zerohedge/status/789075781762834432   Permalink 5:15 AM – 20 Oct 2016

@nntaleb If math-economics has failed, it isn’tn because math failed; since Samuelson social science has been bullshitting us with the WRONG math. Permalink 5:02 AM – 20 Oct 2016

@nntaleb …another example of complication without rigor busted with higher math. Economists’ GMM is dressed up BS. @NessimAitKacimi Permalink 4:58 AM – 20 Oct 2016

@nntaleb I agree with results but this is TOTAL statistical BS: method of moments fails under fat tails. @NessimAitKacimipic.twitter.com/oUNtqcsG3S Permalink 4:50 AM – 20 Oct 2016

@nntaleb We cherish bards like Bob Dylan for the combination of depth and simplicity in comparison to intellectuals both shallow and complicated. Permalink 5:26 PM – 19 Oct 2016

@nntaleb Sounds familiar! @nichnachnoch @peterfrankopanpic.twitter.com/VBTknzCKCN Permalink 3:52 PM – 19 Oct 2016

@nntaleb Put these investors through psychiatric evaluation. Except that they are not investing their OWN money. SITG.https://twitter.com/mhmalek/status/788868445349838848   Permalink 3:31 PM – 19 Oct 2016

@nntaleb The US supported “rebels” are not allowing civilians to exit E #Aleppo. We get different stories talking to locals!https://twitter.com/EHSANI22/status/788789130109001728   Permalink 3:07 PM – 19 Oct 2016

@nntaleb Total BS. Who are they fooling? Blame Wahhabism for terrorism.https://twitter.com/Confusezeus/status/788779801838514176   Permalink 9:40 AM – 19 Oct 2016

@nntaleb For happiness, avoid social life w/ those who place others in a hierarchy, across activities: “best writer”, “best plumber”, “richest”, etc. Permalink 5:16 AM – 19 Oct 2016

@nntaleb Voila! Young Bob Dylan calling out a journo for his BS profession. Bob Dylan Interview with Time Magazinehttps://youtu.be/mnl5X5MQKTg   Permalink 4:13 AM – 19 Oct 2016

@nntaleb The allies did break up Germany into small statelings. It worked. https://twitter.com/otootsmcgroots/status/788685646470733824   Permalink 3:36 AM – 19 Oct 2016

@nntaleb Federations like pre-WWII US don’t like wars. @hrishio @dav33241 Permalink 3:29 AM – 19 Oct 2016

@nntaleb Italy, in 500 years of city states had many many tiny wars and tiny casualties. Post unification, WW1: 680,000 killed. @dav33241 Permalink 3:22 AM – 19 Oct 2016

@nntaleb Next week in Tokyo, invitaion to my lecture http://hsiftokyo.hitachi/invitation/hsif2016_invitation_en_001.pdf   Permalink 3:20 AM – 19 Oct 2016

@nntaleb Centralized systems make wars inevitable.https://twitter.com/spectator/status/788665513266257920   Permalink 3:15 AM – 19 Oct 2016

@nntaleb This adds to @yaneerbaryam ‘s argument.https://twitter.com/plektix/status/788470570669207552   Permalink 2:23 PM – 18 Oct 2016

@nntaleb Did Trump read the MS Skin-in-the-game? Trump to propose 5y lobbying ban on executive branch officials http://reut.rs/2ep5MIl   via @Reuters Permalink 1:27 PM – 18 Oct 2016

@nntaleb So finance people are free to follow, but they should stay quiet. @LadyFOHF Permalink 7:03 AM – 18 Oct 2016

@nntaleb I block financiaphasters who put my handle, such as @LadyFOHF & friends just to escape the vulgarity of financiaphasters. Permalink 7:01 AM – 18 Oct 2016

@nntaleb The extended version #Nobel and the sanctified aspect of literature.pic.twitter.com/FkSAqyG9Mz Permalink 6:52 AM – 18 Oct 2016

@nntaleb Don’t look for pleasure in convents, love in bordellos,intellect on campuses, wisdom in senates,nobility in law firms, & literature in Vegas Permalink 6:14 AM – 18 Oct 2016

@nntaleb I never ax Fat Tony for aesthetic advice @d_ramsden Permalink 6:07 AM – 18 Oct 2016

@nntaleb Finito: Fooled by the Randomness of Correlation! https://dl.dropboxusercontent.com/u/50282823/CorrelationDistribution.nb.pdf  pic.twitter.com/vpg0flgywE Permalink 4:22 AM – 18 Oct 2016

@nntaleb 5/What is bothering me isn’t Dylan, but exalting as “Literature” somthng highly commercial performed in Vegas! As if books with ads in them! Permalink 3:26 AM – 18 Oct 2016

@DrCirillo How can we characterize tail risk in loss distributions? Can inequality measures help? Comments are very welcome. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2850949   Permalink 2:44 AM – 17 Oct 2016

@nntaleb 2- So they were nonSemitic tribes from North who took the Accadian language. Look at Assyrians, Ezidis, Kurds: similarities. Permalink 2:24 AM – 18 Oct 2016

@nntaleb 1-Specultn du Jour: Mossul (Nineveh)≉pop frm Babylon wch they conquered,Assyrians more (to this day) Euro/Mediterranean looking than Iraqis. Permalink 2:23 AM – 18 Oct 2016

@nntaleb The Jihadi rebels (Saudi financed) are ALSO bombing Aleppo. Why is it that the media in 2016 is worse than 1516?https://twitter.com/nfergus/status/788106138797694976   Permalink 4:59 PM – 17 Oct 2016

@nntaleb Thank you twitter. Other than a few personal friends/acquaintances, I am followed by NO journalist, NO economist, & no psycholophaster. Permalink 2:30 PM – 17 Oct 2016

@nntaleb Skin in the game.https://twitter.com/a_lesniewski/status/788125778076692480   Permalink 2:23 PM – 17 Oct 2016

@nntaleb My enemies are vastly more predictable than my friends. Permalink 1:50 PM – 17 Oct 2016

@nntaleb My respect goes to Bob Dylan.https://www.theguardian.com/music/2016/oct/17/nobel-prize-bob-dylan-unable-to-reach?CMP=share_btn_tw   Permalink 12:18 PM – 17 Oct 2016

@nntaleb I cannot believe that the US is siding with AlQaeda in Syria just to spite Russia. I just cannot.https://twitter.com/RonPaulInstitut/status/788083699485204480   Permalink 11:34 AM – 17 Oct 2016

@nntaleb There is a neuroscience of why people believe bullshit like this as science when it has “neuro” in it. Really.https://twitter.com/thescienceofus/status/788059882691895296   Permalink 10:06 AM – 17 Oct 2016

@nntaleb 5) Worse than p-values. Academics tend to severely misunderstand correlation. The most used statistical metric!pic.twitter.com/t8xCHUrNo1 Permalink 9:09 AM – 17 Oct 2016

@nntaleb 1) Define castrati. 2) How do they overlap with IYI? @GadSaadhttps://medium.com/@nntaleb/the-intellectual-yet-idiot-13211e2d0577#.dl2xbnojw   Permalink 8:03 AM – 17 Oct 2016

@nntaleb And flow of funds ro lobbyists in DChttps://twitter.com/newsweekme/status/787979470124773376   Permalink 6:46 AM – 17 Oct 2016

@Shaunaob Looking forward to #kilkenomics More events added @kilkenomics @davidmcw @nntaleb @stephenkinsella @GuerillaEcon #kilkenny @LiamHalliganpic.twitter.com/8h2z5Iesch Permalink 5:31 AM – 17 Oct 2016

@nntaleb Randomness in correlation: Extracting the exact bias from “data hacking” for d variables with n points per variable.pic.twitter.com/LgewzHuN5u Permalink 5:00 AM – 17 Oct 2016

@nntaleb Emanuel, the Podesta fraud has been caught/humiliated so he is trying to win argument with “best revenge is to live well”.@EmanuelDerman Permalink 3:08 PM – 16 Oct 2016

@nntaleb An excellent book!https://twitter.com/drjasonfung/status/787723289183608832   Permalink 11:49 AM – 16 Oct 2016

@byzantinepower Always the Lebanese isn’t it? Dismantling our finest propaganda…https://twitter.com/nntaleb/status/787716493110808576   Permalink 11:35 AM – 16 Oct 2016

@nntaleb Randomness in correlations. An exact derivation for n small. Started in a Moscow café and completed on plane back.pic.twitter.com/cQdWUHrkxB Permalink 10:59 AM – 16 Oct 2016

@nntaleb Mr @johnpodesta, honorable pple would rather starve than eat lobster risotto paid w/ shilling/lobbying immoral fundshttps://twitter.com/johnpodesta/status/786988264985100288   Permalink 9:34 AM – 16 Oct 2016

@nntaleb Some realizations are delayed, particularly when they entail denial. They don’t go away. #SaudiBarbaria et al.https://twitter.com/maxabrahms/status/787355884880007169   Permalink 11:47 PM – 15 Oct 2016

@nntaleb Russia is a place where doing mathematics in a café in a central district is very, very normal.pic.twitter.com/JYVzgl1vTz Permalink 1:47 PM – 15 Oct 2016

@nntaleb Some Russian historians are revising some accounts of his temperamental reactions… shaky sources. @ramsay_randall Permalink 1:13 PM – 15 Oct 2016

@nntaleb The Boyars write history. Common folks plow the fields. @Bernd__Neuner Permalink 1:10 PM – 15 Oct 2016

@nntaleb I wonder if Shillary Clinton/MSM/SaudiLobbyists did not do a smear campaign against Ivan the Terrible. “Terrible?” https://en.wikipedia.org/wiki/Ivan_the_Terrible_in_Russian_folklore   Permalink 1:04 PM – 15 Oct 2016

@nntaleb Heuristic: never trust someone’s historical analogies if (as is common with policymakers) his historical knowledge starts in 1934. Permalink 7:48 AM – 15 Oct 2016

@nntaleb School destroys the aura and appeal of real literature.https://twitter.com/stan_yurin/status/786834419097210880   Permalink 1:11 AM – 15 Oct 2016

@nntaleb Na zdorovie!pic.twitter.com/EF2Ra87prX Permalink 12:41 PM – 14 Oct 2016

@LegInsurrection .@washingtonpost WH bureau chief @eilperin tips off Podesta abt upcoming story — this is y ppl don’t trust media https://wikileaks.org/podesta-emails/emailid/9149  pic.twitter.com/a1jColKu5e Permalink 7:55 AM – 14 Oct 2016

@nntaleb In Moscow nobody (in lit circles) knows Dostoyeski’s Crocodile in which he shows the absurdity of ppls of economics!pic.twitter.com/6jHFN5CirV Permalink 4:09 PM – 13 Oct 2016

@nntaleb 4/ Literature, so far, is the only intellectual discipline that escaped academia. Don’t let the pol-correct profs debase it! #NobelDylan Permalink 12:09 PM – 13 Oct 2016

@nntaleb Why on earth should you pay attention to a prize that was never granted to JL Borges, but given to Bob Dylan? Permalink 7:25 AM – 13 Oct 2016

@nntaleb That you like Bob Dylan’s songs &listen to them while driving to work doesn’t make them literature. Literature is something deeper. Kapish? Permalink 7:21 AM – 13 Oct 2016

@nntaleb Would you be surprised if Kim Kardashian won a Nobel Prize “for bringing mundane concepts into public discussions?” Permalink 7:13 AM – 13 Oct 2016

@nntaleb As expected idiotic lobbyists managed to butcher the Black Swan idea. @zerohedgepic.twitter.com/fLul5rB5dR Permalink 6:59 AM – 13 Oct 2016

@nntaleb Prizes are so absurd they end up debasing themselves, like currencies. -Bob Dylan -Barak Obama -Economistshttps://twitter.com/NobelPrize/status/786522083111030784   Permalink 6:13 AM – 13 Oct 2016

@SenWarren A bank CEO should not be able to oversee a massive fraud & simply walk away to enjoy his millions in retirement. Permalink 4:13 PM – 12 Oct 2016

@nntaleb Skin in the game!https://twitter.com/TheNostromoDos/status/786295846400733184   Permalink 4:14 PM – 12 Oct 2016

@nntaleb In his response,@FiveThirtyEight, proved he really did not understand 1)probability, 2)time series,3)how to respond.https://twitter.com/jasonawe83/status/785857965345701888   Permalink 8:34 AM – 11 Oct 2016

@nntaleb Best tasting sandwiches, with Ukrainian tomatoes & bread, before I devoured the whole plate. @cdipaola62pic.twitter.com/sOjzR3nYEA Permalink 5:03 AM – 11 Oct 2016

@nntaleb Voila. Saudi Barbaria’s cover aid to Jihadis.https://twitter.com/ghassandahhan/status/785786864628211712   Permalink 5:00 AM – 11 Oct 2016

@nntaleb On my way to Moscow (for, among other things, drinking) via Minsk as one can’t fly to Russia from The Ukraine. Permalink 1:53 AM – 11 Oct 2016

@nntaleb What @peterfrankopan reveals is something few realized before owing to overestimation of Mongolian wars: was followed by a Pax Mongoliana! Permalink 7:16 AM – 10 Oct 2016

@nntaleb All day seminar lekchur in Kyiv.pic.twitter.com/ZjSqnG4GKY Permalink 3:01 AM – 10 Oct 2016

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

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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 Thorp is their dean.

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

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@nntaleb Feeding children w/fallacious stat reasoning: 75% of all inmates are dropouts ⇏ 75% of all dropouts become inmates.https://twitter.com/Brilliant_Ads/status/785236664721473536   Permalink 3:10 PM – 9 Oct 2016

@nntaleb Like Gadhafi, like Saddam. Presidential candidate Clinton says removing Assad in Syria is No. 1 priorityhttp://reut.rs/1MaTg7s   Permalink 11:01 AM – 9 Oct 2016

@nntaleb Where are the IYI “politically correct” warriors?https://twitter.com/holland_tom/status/785115749484494849   Permalink 7:05 AM – 9 Oct 2016

@nntaleb In Kiev, preparing to get drunk with Ukranians. Permalink 5:46 AM – 9 Oct 2016

@nntaleb Good point, but NYT has economists writing columns. That is far worse in BS than astrology.https://twitter.com/johnallenpaulos/status/784906881697316865   Permalink 5:25 PM – 8 Oct 2016

@nntaleb Imbecile Economist. Outing author who wants to stay private not the same as protecting citizens ag corporates/stateshttps://twitter.com/theeconomist/status/784648869640568832   Permalink 5:14 PM – 8 Oct 2016

@RaniaKhalek My favorite is Hillary Clinton calling anti-fracking environmental groups a Russian conspiracy #PodestaMailspic.twitter.com/FJaWauL7IH Permalink 12:11 AM – 8 Oct 2016

@nntaleb There is no possible way on earth I will have an intellectual exchange w/man in sandals w/socks. My right to be closed minded. @VernonGlobal Permalink 4:06 PM – 8 Oct 2016

@nntaleb RWRI 3 went great! Dense & humorous, w/ @yaneerbaryam @financequant RWRI 4 for Feb 6-10 http://www.realworldrisk.com  pic.twitter.com/crdUFRxODk Permalink 4:03 PM – 8 Oct 2016

@nntaleb How I feel about IYIs: imagine nerdy professors in birkenstocks (with socks) playing mafiosi roles in a movie.https://twitter.com/nntaleb/status/784844960726130688   Permalink 3:55 PM – 8 Oct 2016

@nntaleb Who is the most representative of the Intellectual Yet Idiot Class? Name names!https://medium.com/@nntaleb/the-intellectual-yet-idiot-13211e2d0577#.bmlfge57z   Permalink 12:56 PM – 8 Oct 2016

@nntaleb “When she shouts that what you did is *unforgivable*,she has already started to forgive you”. Bed of Procrustes, p18https://twitter.com/asymmetricinfo/status/784805613922508800   Permalink 12:29 PM – 8 Oct 2016

@nntaleb You forget Fannie Mae. There has never been more incompetent (decorated) person in history than IYI @JosephEStiglitz . Never. @GreekAnalyst Permalink 12:25 PM – 8 Oct 2016

@nntaleb A generalized functions approach for distribution of sample correlations, Part 1. (Saturday relaxation after RWRI 3)pic.twitter.com/nWm5ByBf5O Permalink 10:22 AM – 8 Oct 2016

@nntaleb Thank you Saudi apologist neo-cons.https://twitter.com/BBCBreaking/status/784801357383499776   Permalink 10:15 AM – 8 Oct 2016

@nntaleb An option trader can easily understand the nonsense in @FiveThirtyEight’s: he prices options without time value.https://twitter.com/Chris_arnade/status/782242957940391936   Permalink 4:35 AM – 8 Oct 2016

@nntaleb Gary Johnson.https://twitter.com/MaxAbrahms/status/784705827110289408   Permalink 4:28 AM – 8 Oct 2016

@alphabetsuccess Resist trying to impress your enemies. – NNTaleb #quote #wisdom #ThursdayThoughtspic.twitter.com/c22XBBI4Wr Permalink 1:47 PM – 6 Oct 2016

@GarthGodsman @byzantinepower Not every day you see the word theosis in a tweet Permalink 2:09 AM – 7 Oct 2016

@nntaleb Cardano @davidliebersonpic.twitter.com/TUHoPnmxS6 Permalink 5:03 PM – 6 Oct 2016

@VergilDen “Statistics isn’t about discovering correlations, it’s about eliminating coincidence.” @nntaleb @financequant #RWRI Permalink 9:10 AM – 6 Oct 2016

@nntaleb RWRI 3, day 4: Data can be used for DIS-confirmation. Power laws can be seen as the REJECTION of all other classes of models. @financequant Permalink 9:05 AM – 6 Oct 2016

@nntaleb Profs of pol “sience” are so dumb (e.g. @dandrezner) that their argument ag. dumb people voting applies to themhttp://nymag.com/scienceofus/2016/10/dissecting-a-professors-argument-against-dumb-people-voting.html?mid=twitter-share-scienceofus   Permalink 6:08 AM – 6 Oct 2016

@gravity_levity My attempt to illustrate the main idea behind the Kosterlitz-Thouless transition, central to today’s Nobel prize http://www.ribbonfarm.com/2015/09/24/samuel-becketts-guide-to-particles-and-antiparticles/  pic.twitter.com/fP3Ji4BZmy Permalink 11:17 AM – 4 Oct 2016

@nntaleb RWRI 3, Yaneer Bar Yam explaining how things don’t average in complex systems #Antifragilepic.twitter.com/pJdJ9Fg87N Permalink 12:57 PM – 5 Oct 2016

@nntaleb I meant Julius Bassianus. Permalink 7:29 AM – 5 Oct 2016

@nntaleb Domna is from the Emesian aristocracy (now Homs), like Steve Job’s ancestors. Jacobus Barnaus.https://twitter.com/ticiaverveer/status/783664099695656960   Permalink 7:23 AM – 5 Oct 2016

@nntaleb I just published “Foreword to Ed Thorp’s Memoirs (A Man for All Markets)”https://medium.com/p/foreword-to-ed-thorps-memoirs-a-man-for-all-markets-6beba78cd2b   Permalink 5:47 PM – 4 Oct 2016

@nntaleb The “independence” of the media:https://youtu.be/E96lAHygeIU   Permalink 5:03 PM – 4 Oct 2016

@nntaleb As Cato (elder) said, better be asked why there is no statue honoring you than the reversehttps://twitter.com/nntaleb/status/783251194915454976   Permalink 5:27 AM – 4 Oct 2016

@nntaleb I wish a Nobel Prize to one of my economist enemies so he feels the insecurity of a pedestal. Permalink 3:23 AM – 4 Oct 2016

@byzantinepower You will be civilised on the day you can spend a long period doing nothing without feeling the slightest amount of guilt NN Taleb Permalink 3:00 AM – 4 Oct 2016

@byzantinepower Over the long term, you are more likely to fool yourself than others. NN Taleb Permalink 3:04 AM – 4 Oct 2016

@byzantinepower For a classicist, a competitive athlete is painful to look at; trying too hard to become an animal NN Taleb Permalink 3:08 AM – 4 Oct 2016

@byzantinepower Mental clarity is the child of courage NN Taleb Permalink 3:17 AM – 4 Oct 2016

@nntaleb REWRI 3, Day 1 in our new space. Raphael lecturing (http://Www.realworldrisk.com  )pic.twitter.com/7pUQYmxwNl Permalink 11:02 AM – 3 Oct 2016

@nntaleb Rederived from scratch distrib of correlation function for windows @WLTSchirano @DrCirillo @sapinker @alxpr1c3pic.twitter.com/2iDoBUW44i Permalink 6:19 PM – 2 Oct 2016

@nntaleb The Megali Doxologia (Great Doxology) in Greco-Syrian. المَجْدَلَة الكُبْرَى / يوناني ـ عربيhttps://youtu.be/znL0c5C0-jo   Permalink 5:56 PM – 2 Oct 2016

@nntaleb The reason is that no charlatan would willingly do anything that harms his reputation. Marker is costly signaling.https://twitter.com/nntaleb/status/782658001668870149   Permalink 4:01 PM – 2 Oct 2016

@nntaleb Point is: NO charlatan would do anything that harms his reputation. It is a marker, what’s called costly signaling. Kapish? @BrianePagel Permalink 3:56 PM – 2 Oct 2016

@IrritatedNimby @lord9h @nntaleb Hayek on Talebpic.twitter.com/FKkkMRwUUW Permalink 2:31 PM – 2 Oct 2016

@nntaleb Simple heuristic: treat public intellectuals as BSvendors except those who hold unpopular opinions,expose frauds, take risks, curse publicly Permalink 12:06 PM – 2 Oct 2016

@nntaleb Forward for Ed Thorp’s memoir. Comments/Corrections welcome. https://dl.dropboxusercontent.com/u/50282823/Foreword%20Thorp.pdf   Permalink 11:16 AM – 2 Oct 2016

@nntaleb Actually problem w/@sapinker is worse:paper shows that,if anything,we underestimated violence. https://arxiv.org/pdf/1609.02369.pdf   @alxpr1c3 @DrCirillo Permalink 8:29 AM – 2 Oct 2016

@nntaleb LATEST: Prof Spagat has retracted his claim that F14a was wrong; he said he made an error. Pinker shd learn from him. @DrCirillo @sapinker Permalink 8:13 AM – 2 Oct 2016

@nntaleb Getting arithmetic wrong. Tax loss carryover means one has paid taxes in past for profits later lost/or reverse.https://twitter.com/ianbremmer/status/782569967933853696   Permalink 6:20 AM – 2 Oct 2016

@nntaleb Very inefficient. Can’t believe liberals could be pro-Saudi Arabia, pro-Wahabis, pro large corps/globabilization, anti artisans! @neilchriss Permalink 6:16 AM – 2 Oct 2016

@nntaleb Pasquale, the point is not about theories/data, but elementary stats. What would you w/someone who can’t read an…ACF?@DrCirillo @sapinker Permalink 6:14 AM – 2 Oct 2016

@Nour_Samaha Dear @katieforster, I’m assuming this is your first foray in the #Syria issue. I suggest you do some research firstpic.twitter.com/T45JhOjXOb Permalink 5:52 AM – 2 Oct 2016

@nntaleb Keep trying Pinker boy, keep trying! @sapinkerpic.twitter.com/cw4HslcED0 Permalink 5:05 AM – 2 Oct 2016

@nntaleb Get off twitter.https://twitter.com/Hanifkureishi/status/779951411538919424   Permalink 4:18 AM – 2 Oct 2016

@nntaleb John Durant has an explanation. Also explain Halal against eating pigs! @bitstein @johndurantpic.twitter.com/CShb8o6MXG Permalink 1:46 PM – 1 Oct 2016

@nntaleb (for mammals) Permalink 1:31 PM – 1 Oct 2016

@nntaleb Is there a rule that we humans eat almost exclusively herbivores? Is it the reason we domesticate cats, dogs, things we don’t eat? Curious. Permalink 1:30 PM – 1 Oct 2016

@nntaleb Much more colorful than my approach to bankers/economists.https://twitter.com/byzantinepower/status/782303266797330432   Permalink 12:41 PM – 1 Oct 2016

@nntaleb Why laws in societies come from the minority rule: A probabilistic argument.pic.twitter.com/nh3yALVZzu Permalink 7:04 AM – 1 Oct 2016

@nntaleb Another way to see it: Mix white w/dark blue. The result in any combination>2-5% is never light blue, but dark blue.https://medium.com/@nntaleb/the-most-intolerant-wins-the-dictatorship-of-the-small-minority-3f1f83ce4e15#.o50wvemav   Permalink 6:04 AM – 1 Oct 2016

@nntaleb Neocons. More to come.https://twitter.com/MaxAbrahms/status/782202283849285632   Permalink 5:57 AM – 1 Oct 2016

@nntaleb If someone showed you articles abt Trump, you would have estimated that polls ~0% (just wife & butler voting for him). The press is dying. Permalink 5:56 AM – 1 Oct 2016

@nntaleb The cluelessness of @anneapplebaum: like a detail-oriented assistant-plumber expounding on statistical mechanics.https://twitter.com/BryanAppleyard/status/782182348498604032   Permalink 5:21 AM – 1 Oct 2016