tfw you forget your followers are almost evenly split between tech people and quantitative researchers...https://twitter.com/generativist/status/1137086947027906560 …
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Replying to @generativist
Made a fun thread tho! Fun aside for a moment, have you read
@nntaleb’s The Black Swan and/or discussed his judgment of the Gaussian bell curve as “that great intellectual fraud?” His attack is primarily on its misuse in fin markets to measure risk (volatility as std deviation).1 reply 0 retweets 1 like
Replying to @KevinBCook @nntaleb
I read it a long time ago so don't remember the specifics. But I do remember reading it in my final year of undergrad as a finance major while working on a VaR analysis and thinking, "oh, lol, why are they teaching me this, it's obviously faulty."
2:16 PM - 7 Jun 2019
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