Hm. That's a generous take. Marquet lived the experience once. Now he goes around and lectures people in it instead.

I have all respect for Marquet and I agree with most of the things he says about leadership, as well as try to apply it daily myself. But my best reading of Taleb is that the sort of thing Marquet does (potentially get lucky, extract oneself from the situation, and then live off of the one experience), that's the opposite of skin in the game.

To be fair, that's pretty true of Taleb himself.

Sure it is. But, and this is a subtle point, he does not go around telling people specifically how they ought to invest, or how they ought to insure against tail risk.

He tells people how he invests, and some theoretical consequences of tail risk depending on input parameters.

It's a small difference, but, from what I understand, a meaningful one to Taleb.