fat-tails

Code and Notes for fat-tailed statistics.

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

A fat-tail-native quantitative finance toolkit for Python.

Statistical analysis of fat tails, volatility clustering, and VaR underestimation in AAPL & TSLA returns — arXiv forthcoming

Re-creating Fig. 19.3 from Nassim Taleb's Statistical Consequences of Fat Tails in Mathematica

Statistical analysis of fat-tailed return distributions in NSE50 Indian equity markets: GARCH filtering, Student-t MLE, VaR comparison, and Misspecification Tax

This repository contains Python implementations of tables and figures from the reference textbook !Robust Statistics Theory and Methods!. The goal is to provide reproducible, executable code for visualizations and results presented in the book.

Companion notebook for the post “Algo Backtests Are Lying to You.”

CUDA based financial calculation suit

MQL5 volatility and fat-tail research tools for regime-aware trading systems and risk monitoring.

Implementation https://arxiv.org/abs/1802.05495