Taleb's barbell strategy

Discussion in 'Risk Management' started by Daal, Jan 17, 2017.

  1. Maverick74

    Maverick74

    He is doing what all retired people do including former Presidents. This obsession on ET about what "other" people are doing is useless. Do I care that some former A list actor is making most of his money doing commercials in Japan vs film? No. Time would be much better spent improving your own trading and by the looks of many of the recent threads on ET, some of you guys could use that extra time. LOL.
     
    #61     Jan 23, 2017
    dealmaker likes this.
  2. Daal

    Daal

    If you don't know the answer to the questions about I posed about the strategy then please leave the thread. Someone else might know and everyone wont have to spent time reading about how it is all useless and anecdotal stories from 1971
     
    #62     Jan 23, 2017
  3. Maverick74

    Maverick74

    I answered your question. It just didn't fit your narrative so you kept fishing. To each it's own.
     
    #63     Jan 23, 2017
  4. Daal

    Daal



    And the answer finally appears. It was just what I suspected, Taleb diversifies. He does not sit on US T-Bills (which only a moron would do). He says:
    "I have a collection of currencies and metals". "So its a combination of inflation linked currencies and metals". I assume he meant inflation linked securities in many currencies
    "Very short-term treasury bills FROM GOVERMENTS"

    And there you have it
     
    #64     Jan 26, 2017
  5. ironchef

    ironchef

    OK, so he no longer trades?

    Perhaps he recognized his success in betting on Black Swans was just a random occurrence, a survivor bias so he is not fooled by randomness?
     
    #65     Jan 28, 2017
  6. Gold, silver, and anything tangible and fungible is immune to inflation. Prices for commodities change as a result of inflation; value doesn't. Inflation is the inevitable outcome of reliance on fiat currencies.
     
    #66     Feb 1, 2017
  7. Sig

    Sig

    Not quite. That would be saying the amount of flour you could buy for an ounce of gold was the same in 2000 BC as in 1800 AD. Or an hour of labor. Or a computer that allows you to communicate with nearly anyone in the world almost instantaneously......
     
    #67     Feb 1, 2017
    Martinghoul likes this.
  8. Under no known non-fringe macro-economic model are individual commodity's "values" invariant. The suggestion is ludicrous on its face. The debate about commodities' "value as a whole" is ongoing; even the "Standard Commodity" (von Neuman 1937?, Sraffa 1960, Pasinetti 1986?), which is invariant to changes in relative prices and changes in the nominal marginal cost of capital (nominal interest rate), is not invariant to changes in technology (chain-weighted versions, see Bidart 1991,2004, notwithstanding) and only holds for close to equilibrium or equilibrium growth economies.
     
    #68     Feb 1, 2017
    Martinghoul likes this.
  9. As pointed out by others, this is entirely too simplistic. Is a barrel of crude or a gallon of gasoline "tangible and fungible"? Has the value of these stayed constant throughout the years?

    As to your comment about fiat currencies, someone better tell the Japanese about this right quick...
     
    #69     Feb 2, 2017
  10. ironchef

    ironchef

    But we mom and pop types will keep trying until we get it right.:banghead:

    Thanks for the coaching.:D
     
    #70     Feb 2, 2017