Totally agree - pompous. That's the word I was looking for. The kind of author who creates a fictional character based 100% on himself, makes said character the intellectual and professional superior to his peers, the only one who survives the ups and downs of the market; and to top it all off names the character Nero! Seriously!

I found that "When Genius Failed" gives a great story-telling journalistic perspective on some of the same incidents Taleb talks about in his book while "The Drunkard's Walk" provides a good mathematical intuition (sans math sadly) behind seemingly rare events.