How does Nassim Taleb trade?

Discussion in 'Strategy Building' started by stocon, Oct 1, 2006.

  1. #41     Oct 3, 2006
  2. lol, no. I thought it a case of mistaken identity or a spoof, but the domain checked out. I posted it on here last year. He was in Italy at the time.
     
    #42     Oct 3, 2006
  3. taowave

    taowave

    a heartfelt text from italy...how romantic:)
     
    #43     Oct 3, 2006
  4. Cutten

    Cutten

    Why?
     
    #44     Oct 3, 2006
  5. taowave

    taowave

    because it really hasnt happened Since Taleb started trading.....

    why do you think most dispersion guys who run long gamma books have gone the way of the dinosaur?
     
    #45     Oct 3, 2006
  6. but what is the reason for it ? Why , in your opinion , long dispersion use to work , but not anymore ? What changed ?
     
    #46     Oct 3, 2006
  7. #47     Oct 4, 2006
  8. Cutten

    Cutten

    That's just incorrect. Many assets have had big volatility bear markets in the last 20 years or so.
     
    #48     Oct 4, 2006
  9. taowave

    taowave

    when did taleb go out on his own????
     
    #49     Oct 4, 2006
  10. Received follow up e-mail. I had invited him to review this thread and comment on trading style etc. It was obviously a long shot.

    The polite response was:

    Thanks a lot for the email.
    My policy is not to follow the sites about my ideas, not to read, and not to respond. The only things someone monitors for me are statements that can be blatantly misleading or defamatory in nature.
    On the other hand, you are welcome to ask me a few theoretical question about a hypothetical trade and I will respond to you. You can quote me if you wish (including this letter). I will be on planes all day tomorrow and will not be able to reply until next week.

    Best regards,

    Nassim
     
    #50     Oct 4, 2006