How does Nassim Taleb trade?

kinggyppo · Oct 3, 2006

More ammo for you option traders!!

http://www.fooledbyrandomness.com/GIF.pdf

Hope I don't get sued for this?

How come anytime someone says delta, I wanna take a nap?

riskarb · Oct 3, 2006

Quote from taowave:

LOL...were you worthy of his wrath????

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.

taowave · Oct 3, 2006

Quote from riskarb:

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.

a heartfelt text from italy...how romantic

Cutten · Oct 3, 2006

Quote from taowave:

I doubt he has been thru the sustained crunching of vol cycle that began in late 2002.

Why?

taowave · Oct 3, 2006

Quote from Cutten:

Why?

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?

IV_Trader · Oct 3, 2006

Quote from 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?

but what is the reason for it ? Why , in your opinion , long dispersion use to work , but not anymore ? What changed ?

psytrade · Oct 4, 2006

www.nuclearphynance.com/User Files/2/ Dispersion%20-%20A%20guide%20for%20the%20clueless%201.1.pdf

Good explanation here maybe

Cutten · Oct 4, 2006

Quote from taowave:

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

That's just incorrect. Many assets have had big volatility bear markets in the last 20 years or so.

taowave · Oct 4, 2006

Quote from Cutten:

That's just incorrect. Many assets have had big volatility bear markets in the last 20 years or so.

when did taleb go out on his own????

momoneythansens · Oct 4, 2006

Quote from momoneythansens:

Auto-responder says he's currently busy with book till September 2nd (past)...so probably running behind schedule LOL.

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