MINI LECTURE 18: How to build a positive definite correlation matrix for Monte Carlo simulations

[@aleks.l394]

Moocs are back, very glad

[@davidmerrell5561]

It seems simpler to start with a diagonal matrix and then apply a random orthogonal matrix. This would allow direct control over the eigenvalues. Much respect Mr. Taleb-I’m a big fan of your work!

[@sarakatsanosgr]

Ευχαριστούμε κ. Νικόλα

[@somjrgebn]

At no insult to your age, the fact you're still kicking strong on these topics in your 60s is very inspiring. It's hard for many to understand where this comes from. While everyone has unique initial conditions, more should simply love striving for a life they actively choose to live until death, not a life they're only "allowed" to live. People should have a will towards freedom, not just ultimate power that allows unlimited freedom.

[@kamalakannangunalan]

Just finished your black swan book thanks for your efforts. I myself a options trader and i am curious on how you trade options and does it involve complex math that common people can't have access. Do you have any article about your way of approaching the financial markets and executing the trades?

[@nicbentulan]

Hey NNT, I've been following you for like well 1 decade now since 2013-2014, in my 1st year as a grad student in maths (applied then but I want to go to pure maths now). And I'm glad you're still alive to talk about stuff. Please make a video or do an interview about Israel Vs Palestine. I see your tweets and see posts of others about your views but I hope to really see a video or something. I know you had an issue w/ Lex Fridman, but what about Piers Morgan? Or anyone else? I'm not necessarily big fans of Lex or Piers btw. I was glad to see you talk about COVID and I hope you to live to talk about a lot more issues for years to come.

[@nntalebproba]

Thanks!