Nassim Taleb-Advised Universa Tail Fund Returned 3,600% in March

Discussion in 'Wall St. News' started by FrankInLa, Apr 9, 2020.

  1. Sekiyo

    Sekiyo

    IMO it's not if but when.
    what's fragile has to break .. some time.

    I don't believe it's luck.
    It's stupidity as he uses to say.

    He made big money during the 2000 tech bubble and the 2008 subprime.
     
    #11     Apr 9, 2020
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  2. virtusa

    virtusa

    I would rather like to see his last 10 years track record. 3,600% is irrelevant as it can be the black swan that he invented himself. But it would be rather a white swan in march...
     
    #12     Apr 9, 2020
  3. Sekiyo

    Sekiyo

    No. He started on Wall street back in the 80's I believe.

    Empirica Capital LLC was a hedge fund founded in 1999 by Nassim Nicholas Taleb in partnership with Mark Spitznagel, that used Taleb's black swan strategy.[1][2][3][4] The firm closed in 2004.[4]:157

    The investment strategy of the fund has been explained in a New Yorker article.[5]:162 One of Empirica's funds, Empirica Kurtosis LLC, was reported to have made a 60% return in 2000 followed by losses in 2001, 2002, and single digit gains in 2003 and 2004.[6]

    Taleb has stated that he shut down Empirica LLC, in 2005 to become a "writer and a scholar.[3][7][8] At the time he also "feared he might have a recurrence of throat cancer."[7][9]

    In 2007 Spitznagel founded the firm Universa Investments L.P. with Taleb as an adviser using black swan portfolio hedging strategies similar to Empirica's.[8][10]
     
    #13     Apr 9, 2020
  4. RedDuke

    RedDuke

    I recall reading a different story. But it does not matter. Huge congrats to them for doing fabulous.
     
    #14     Apr 9, 2020
  5. MKTrader

    MKTrader

    Lucky? In less than 25 years we've had the Asian/Russian currency crisis, LTCM, dot-com crash, 9/11, 2008 financial crisis, 2010 flash crash, several other mini-crashes in 2011, 2015-16 and 2018. And this was during a strong bull market. Taleb exploits the fact that black swans happen much more often than people think.
     
    #15     Apr 9, 2020
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  6. Amun Ra

    Amun Ra

    3600% is the part that's lucky. Just like buying an option for 5 cents and selling it for $3 the next day is lucky. It happens, but you'll lose more than you win and it's generally a bad strategy. And technically, this play was more like you bought a stock for $50, it went down $1 over 12 years and then it shot up to $100 in a couple months. While you're technically ahead, it was pure luck.

    Taleb seems to be quite poor for someone so smart.

    https://www.wealthypersons.com/nassim-taleb-net-worth-2020-2021/
     
    #16     Apr 9, 2020
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  7. FrankInLa

    FrankInLa

    What is lucky about that? The fund has purposely positioned itself to profit exactly to this degree with selloffs like we have witnessed. There is zero luck involved. It is cold hard math, nothing else. If you resort this to luck then the entire life is up to luck. Quite a different approach to many of the punters here who gamble away their savings.

     
    #17     Apr 9, 2020
  8. Snuskpelle

    Snuskpelle

    The real question is if Taleb is a member of r/wallstreetbets.
     
    #18     Apr 9, 2020
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  9. virtusa

    virtusa

    It was a mixture of luck and hard math. Taleb surely had the intention to make money; like every trader. So his action was not luck but an intended strategy.

    But it was also luck. If it would not be luck Taleb would have similar results on a regular basis. He surely does not have that. I am sure that his monthly average is way below 100% a month, that demonstrates the “luck part” very clearly.

    If it was not luck it should also be possible to reproduce it. Which he never did and probably never be able to do again.

    If a trader has a long term track record with a high rate of winning trades, then he demonstrates that the high rate of winning trades is not luck. But sometimes he makes a lot of money but most of the time his profits are much smaller. In that case the big win was luck when it concerns the amount of profit. A trader can only make the amount the market is willing to give him. A trader can control the action, but not the result.
     
    #19     Apr 10, 2020
  10. newwurldmn

    newwurldmn

    No. Their calculation methodology is not consistent. On a consistent basis (to the years that they lose money) they made like 12percent in March.
     
    #20     Apr 10, 2020