FergM/StatisticalConsequencesOfFatTails

Python code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute

StatisticalConsequencesOfFatTails

External Resources

E-Book PDFs

• Vol 1 of the Technical Incerto
  • Errata

Code Repositories:

• ggtails for plots using R
• fattails python toolkit and jupyter notebooks
• QRM R functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts - highlighted by James during his presentation

Posts with code

• Isaac Gelman's Takeaways
• Mike's Math Page

YouTube channels

• N N Taleb's Probability Moocs
• The Logic of Risk