Welcome.

Let's read together.

We are a group of practitioners and academics that are interested in learning more about Nassim Taleb's risk, statistical and finance works in the Technical Incerto. In this reading club, we will aim to read through the first volume of this series:

Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications

The book is made freely available on arxiv here: https://arxiv.org/abs/2001.10488

Join us if you are interested in these topics! We will discuss each chapter and present some code reproducing the examples and techniques in the book. All meetings will be done online.

Meetup details can be found at: https://www.meetup.com/global-technical-incerto-reading-club

Find us on Meetup.com

We are a group of practitioners and academics that are interested in learning more about Nassim Taleb's risk, statistical and finance works in the Technical Incerto. In this reading club, we will aim to read through the first volume of this series

Get the Book

The full title of the first volume in the series is Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications.

The book is made freely available on Arxiv. It is also available in hardcover on Amazon.

Archive

Kickoff Session

Date: 11 January 2021
Speaker: Ron Richman/James Sharpe
Presentations:


Code: EVT Code Example
Recording: https://t.co/tnqU2tmiyU?amp=1