Are you sure? Read this: https://www.elitetrader.com/et/threads/taleb-vs-assness-on-tail-hedging-and-risk-parity.345179/ Most experts on ET didn't think so.
No disrespect to anybody but I don't base my opinions on that of ET's "experts". Especially those that haven't even read Taleb's books and pronounce sanctimoniously on the content.