Pirates of Finance Tail Risk Hedging | Nassim Taleb, The Fed, Macro 'Investing', Faith Based Alpha & Antifragility
Apr 7, 2023
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29
Introduction
00:00 • 2min
How to Shush a Baby Violently
01:52 • 2min
The Importance of Subtext in Live Shows
04:03 • 2min
The Fed's Impact on the Bond Market
06:13 • 2min
The Differentiator Response to the Fed Reaction Function
08:27 • 2min
The Fed Matters Less Than People Realize
10:29 • 4min
The Effect of the Fed on Asset Allocation Decisions
14:15 • 2min
The Effects of the Risk Free Rate on Portfolio Allocations
15:53 • 2min
Why I Don't Believe in the Equity Risk Premium
18:04 • 2min
The Equity Risk Premium
19:37 • 2min
The Risk of a Massive Shift to Passive Investing
21:29 • 3min
The Importance of Risk in Pricing
24:12 • 3min
The Risk of Zero Interest Rates
27:01 • 2min
The Importance of Getting a Mic
29:28 • 2min
Taleb's Guide to a Successful Triathlon
31:41 • 2min
The Hayekian Problem
33:14 • 2min
The Importance of Distaying for Macro
35:12 • 2min
The Importance of Iterative Feedback in Quant Management
37:09 • 3min
The Cost of Transaction Cost of Running Funds
40:30 • 2min
The Inverse Problem With Tail Hedging
42:44 • 3min
The Divergence Between Bond Volatility and Equity Volatilities
45:51 • 3min
The Divergence of Asset Classes
48:37 • 3min
The SEC's Definition of Reporting Requirements
51:13 • 3min
The Importance of Rebalancing Your Portfolio
53:58 • 2min
The Importance of Storytelling
56:23 • 2min
How to Rebalance Timing Luck
58:26 • 1min
The Asymmetry of the Best Days
59:54 • 2min
How to Reduce Volatility Taxes
01:01:34 • 2min
The Pirate Pinky Promise
01:04:00 • 2min