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“If something is going on, I hear about it. I like to talk to people, I socialise. Television is a waste of time. Human contact is what matters.”

But the biggest rule of all is his eccentric and punishing diet and exercise programme. He’s been on it for three months and he’s lost 20lb. He’s following the thinking of Arthur De Vany, an economist – of the acceptable type – turned fitness guru. The theory is that we eat and exercise according to our evolved natures. Early man did not eat carbs, so they’re out. He did not exercise regularly and he did not suffer long-term stress by having an annoying boss. Exercise must be irregular and ferocious – Taleb often does four hours in the gym or 360 press-ups and then nothing for 10 days. Jogging is useless; sprinting is good. He likes to knacker himself completely before a long flight. Stress should also be irregular and ferocious – early men did not have bad bosses, but they did occasionally run into lions.

He’s always hungry. At both lunches he orders three salads, which he makes me share. Our conversation swings from high philosophy and low economics back to dietary matters like mangoes – bad – and apples – good as long as they are of an old variety. New ones are bred for sugar content. His regime works. He looks great – springy and fit. He shows me an old identity card. He is fat and middle-aged in the photo. He looks 10 years younger than that. “Look at me! That photo was taken seven years ago. No carbs!”

This is risk management – facing up to those aspects of randomness about which something can be done. Some years ago he narrowly survived throat cancer. The change in his voice was at first misdiagnosed as damaged vocal cords from his time on the trading floor. It can recur. Also he has a high familial risk of diabetes. He is convinced the diet of civilisation – full of carbs and sugar – is the problem. The grand doctors who once announced that complex carbohydrates are good for you are, to him, criminals responsible for thousands of deaths.

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So, you are wondering, who is this guy? He was born in 1960 in Lebanon, though he casts doubt on both these “facts”. The year is “close enough” – he doesn’t like to give out his birth date because of identity theft and he doesn’t believe in national character. He has, however, a regional identity; he calls himself a Levantine, a member of the indecipherably complex eastern Mediterranean civilisation. “My body and soul are Mediterranean.”

Both maternal and paternal antecedents are grand, privileged and politically prominent. They are also Christian – Greek Orthodox. Startlingly, this great sceptic, this non-guru who believes in nothing, is still a practising Christian. He regards with some contempt the militant atheism movement led by Richard Dawkins.

“Scientists don’t know what they are talking about when they talk about religion. Religion has nothing to do with belief, and I don’t believe it has any negative impact on people’s lives outside of intolerance. Why do I go to church? It’s like asking, why did you marry that woman? You make up reasons, but it’s probably just smell. I love the smell of candles. It’s an aesthetic thing.”

Take away religion, he says, and people start believing in nationalism, which has killed far more people. Religion is also a good way of handling uncertainty. It lowers blood pressure. He’s convinced that religious people take fewer financial risks.

He was educated at a French school. Three traditions formed him: Greek Orthodox, French Catholic and Arab. They also taught him to disbelieve conventional wisdom. Each tradition had a different history of the crusades, utterly different. This led him to disbelieve historians almost as much as he does bankers.

But, crucially, he also learnt from a very early age that grown-ups have a dodgy grasp of probability. It was in the midst of the Lebanese civil war and, hiding from the guns and bombs, he heard adults repeatedly say the war would soon be over. It lasted 15 years. He became obsessed with probability and, after a degree in management from the Wharton business school at Pennsylvania University, he focused on probability for his PhD at the University of Paris.

For the non-mathematician, probability is an indecipherably complex field. But Taleb makes it easy by proving all the mathematics wrong. Let me introduce you to Brooklyn-born Fat Tony and academically inclined Dr John, two of Taleb’s creations. You toss a coin 40 times and it comes up heads every time. What is the chance of it coming up heads the 41st time? Dr John gives the answer drummed into the heads of every statistic student: 50/50. Fat Tony shakes his head and says the chances are no more than 1%. “You are either full of crap,” he says, “or a pure sucker to buy that 50% business. The coin gotta be loaded.”

The chances of a coin coming up heads 41 times are so small as to be effectively impossible in this universe. It is far, far more likely that somebody is cheating. Fat Tony wins. Dr John is the sucker. And the one thing that drives Taleb more than anything else is the determination not to be a sucker. Dr John is the economist or banker who thinks he can manage risk through mathematics. Fat Tony relies only on what happens in the real world.

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