Code and Notes for fat-tailed statistics.
☆69Feb 23, 2025Updated last year
Alternatives and similar repositories for fattails
Users that are interested in fattails are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆90Jan 31, 2021Updated 5 years ago
- Repository for the code examples backing each meet-up session☆30Apr 27, 2022Updated 4 years ago
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆71Dec 7, 2025Updated 6 months ago
- Mathematical derivations related to the Technical Incerto.☆15Feb 15, 2021Updated 5 years ago
- A curated list of awesome things about Nassim Nicholas Taleb☆361Feb 15, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆15Jun 2, 2020Updated 6 years ago
- A case study in betting on the S&P 500 using the Kelly criterion☆16Jun 16, 2024Updated last year
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Wrappers to implement wide boosting using popular boosting frameworks☆13Nov 21, 2022Updated 3 years ago
- Web application for the simulation of day-ahead energy markets☆11Jul 9, 2017Updated 8 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Financial Strategy Resources☆18May 21, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆11Aug 1, 2021Updated 4 years ago
- ☆28Aug 26, 2024Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆47Jun 9, 2021Updated 5 years ago
- Vlad helps you distribute your stake on Numer.ai☆12Feb 27, 2026Updated 3 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- ☆17Mar 26, 2018Updated 8 years ago
- Qt utilities to enable hot-reloading of python/Qt code☆12Updated this week
- Crypto market data aggregator for order books, trades, liquidations, and open interest by depth levels. Experimental toy project — unsuit…☆14Jan 16, 2026Updated 4 months ago
- NumerBay (https://numerbay.ai) - The Numerai Community Marketplace for anything Numerai.☆18May 17, 2026Updated 3 weeks ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- A web application to help check for domain or SSL/TLS certificate expirations.☆13Mar 9, 2023Updated 3 years ago
- A list of publicly available resources regarding the SAS7BDAT file format☆11Jan 10, 2022Updated 4 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A MCP server providing financial data from Bloomberg blpapi☆49Apr 19, 2025Updated last year
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆11Dec 5, 2022Updated 3 years ago
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 5 years ago
- Main Course Repository for Computational Methods in Economics (Econ 21410, Spring 2019)☆52Dec 9, 2020Updated 5 years ago
- Hurst exponent evaluation and R/S-analysis in Python☆337Nov 18, 2025Updated 6 months ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 7 months ago