[CentralOH] 2016-09-02 道場 Scribbles 落書/惡文? Nassim Nicholas Taleb Michael Lewis Roger Lowenstein corzine meriwether
R P Herrold
herrold at owlriver.com
Tue Sep 6 11:43:03 EDT 2016
On Sat, 3 Sep 2016, jep200404 at columbus.rr.com wrote:
> Nassim Nicholas Taleb
> Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
> Michael Lewis
omitted was Moneyball, which is also rather nice
> Roger Lowenstein
In the circles I participate in, Taleb is considered something
of a snake oil salesman. He had an early technical work on
pricing complex options, but then seemed to re-invent himself
as Michael Lewis
see also:
Fortune's Formula: The Untold Story of the Scientific Betting
System That Beat the Casinos and Wall Street
by William Poundstone
was not on that list and is well worth the read. The 'binary'
nature of decisioning making help ofered by a of a Kelly
criterion has inspired further work by Ohioan Ralph Vince ( a
personal friend ) as to 'optimal' position sizing when
investment allocation multiple choices exist, but the work is
quite technical and hard to generalize a easy to state rule
out of
I see that Amazon has used hardcover copies of
Fischer Black and the Revolutionary Idea of Finance
by Perry Mehrling
essentially for shipping cost, and I found that work quite
thought provoking
-- Russ herrold
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