Taleb on oma raamatuis selliseid riske korduvalt lahanud. Primitiivne, vahel loodusteaduses lähtuv, mõtlemine, et kui mingi sündmuse tõenäosus on väike, võime seda lihtsalt ignoreerida, ei kõlba, kui sel ülimalt vähetõenäolisel juhtumil on meile fataalsed tagajärjed. #FatTails

THE FRACTALS OF FINANCE | Research Series | Episode 3 of 9 - ATS Trading The Impossible Keeps Happening The bell curve says a five-sigma day should occur once every 14,000 years. Our data contains 2,094 of them. On April 21, 2020, the front-month contract for West Texas In...

The bell curve says a five-sigma day should occur once every 14,000 years. Our data contains 2,094 of them.

atstradingsolutions.com/the-fractals...

#TrendFollowing #RiskManagement #FatTails #ComplexityScience

Prepare for the Unthinkable - Jamie Dimon on Acquired

#fattails

Fractals, Diversification, and the Myth of Dilution – Traders Outpost Most investors think diversification waters down returns. They are wrong. Dead wrong. This belief comes from the neat Gaussian world of classical finance. Add more bets, and risk falls with the squ…

Diversification doesn’t dilute returns. It multiplies them.

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#OutlierHunting #Fractals #SystematicTrading #Diversification #FatTails