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KnaveOfAllTrades comments on Why the tails come apart - Less Wrong

115 Post author: Thrasymachus 01 August 2014 10:41PM

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Comment author: KnaveOfAllTrades 28 July 2014 12:52:11AM 7 points [-]

Upvoted. I really like the explanation.

In the spirit of Don't Explain Falsehoods, it would be nice to test the ubiquity of this phenomenon by specifying a measure of this phenomenon (e.g. correlation) on some representative randomly-chosen pairs. But I don't mean to suggest that you should have done that before posting this.

Comment author: Thrasymachus 02 August 2014 02:13:07AM 1 point [-]

I was a little too lazy to knock this up in R. Sorry! I am planning on some followups when I've levelled up more in mathematics and programming, although my thoughts would be quant finance etc. would have a large literature on this, as I'd intuit these sorts of effects are pretty important when picking stocks etc.