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

Session 1

Date: 2 March 2021
Speaker: Nassim Nicholas Taleb
Presentations:



Code: TBD
Recording: No recording was made.

Session 2

Date: 7 April 2021
Speaker: James Sharpe/Fergal McGovern/Ron Richman
Presentations:

Code: Code in R and Python
Recording: Session 2

Session 3

Date: 11 May 2021
Speakers: James Sharpe / Ron Richman / Fergal McGovern
Presentation Notes:

Code: Code in R and Python
Recording: Session 3

Session 4

Date: 8 June 2021
Speakers: Marcos Carreira / Fergal McGovern / James Sharpe
Presentation Notes:

Code: Code in R and Python
Recording: Session 4

Session 5

Date: 29 June 2021
Speakers: Marcos Carreira / Fergal McGovern / James Sharpe
Presentation Notes:

Code: Code in R and Python
Recording: Session 5

Session 6

Date: 15 Sept 2021
Speakers: Fergal McGovern / Ron Richman / Marcos Carreira
Presentation Notes:

Code: Code in R and Python
Recording: Session 6

Session 7

Date: 13 Oct 2021
Speakers: James Sharpe / Ron Richman / Marcos Carreira
Presentation Notes:

Code: Code in R and Python
Recording: Session 7

Session 8

Date: 22 Nov 2021
Speakers: James Sharpe / Ron Richman / Fergal McGovern / Marcos Carreira
Presentation Notes:

Code: Code in R and Python
Recording: Session 8

Session 9

Date: 24 Jan 2022
Speakers: Marcos Carreira / Fergal McGovern / Ron Richman
Presentation Notes:

Code: Code in Python
Recording: Session 9

Session 10

Date: 25 Apr 2022
Speakers: Fergal McGovern / Ron Richman / Marcos Carreira
Presentation Notes:

Code: Code Files
Recording: Session 10

Session 11

Date: 1 Dec 2022
Speakers: Marcos Carreira/Fergal McGovern/Ron Richman/James Sharpe/Nassim Taleb
Presentation Notes:

Code: Code Files
Recording: Symposium

Session 12

Date: 20 Apr 2023
Speakers: Marcos Carreira/Nassim Taleb
Presentation Notes:

Code: Code Files
Recording: Session 12