SYMPOSIUM ON RISK PARITY

Friends, in the wake of the road-rage by the lunatic of #AQR, @CliffordAsness, I will post short tutorial videos explaining the BS in theories of diversification.

I will answer Qs here.
Thread is v. technical. Nonscientific commentators will be blocked

The points presented by @CliffordAsness are far from technical. (BTW I am not blocking him so he can rebut as he wishes).

https://twitter.com/Balkanmasturb8r/status/1265289087482814465?s=20

SYMPOSIUM on ELLIPTICALITY and how it cancels diversification

People are starting to get it!!
But I picked #AQR among all other representatives of the Flawed Mod. Finance because they keep publishing unrigorous crap about tail hedging & Ilmanen is verbalistic.

(Sorry I can't stand fools. #Rigor in reasoning). https://twitter.com/ElCordobez1/status/1265595687313510401?s=20

For our French friends who requested a conversation on Ellipticality: with Raphael Douady.