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Raphael Douady – The Anti-Fragile Portfolio in Fragile Markets: A Stony Brook Mathematician’s View – [ALIS in Dataland, Ep. 03]

Raphael Douady, Robert Frey Endowed Chair for Quantitative Finance at Stony Brook, New York, and Adil Abdulali, President and Chief Science Officer at MOV37, delve in to the mathematical concept of fragility and anti-fragility and how it applies to quantitative finance and markets in general.

Raphael Douady

Website –
Twitter – @mov37ai

Show Notes:
1:12 – Raphael Douady Background

2:40 – There is a concept of fragility, which has been introduced […] can you give us some thoughts on [fragility and anti-fragility]

4:34 – Isn’t this concept of fragility then linked to what we understand in markets as convexity?

5:41 – Are there examples of this in life […] away from the markets?

7:32 – Anti-fragility is very closely related to adaptability, in a sense, or the ability to adapt to different environments. Traditional quant was fragile […] the idea is to have something more adaptive, would that be anti-fragile in your mind?

12:20 – What are some of the inspiring characters of your past (intellectually or otherwise)?

17:10 – When you’re not doing mathematics/finance, what do you enjoy doing?

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