Fat-Tailed
Converting Between Fat-Tailed Distributions
Statistics
Fat-Tailed
Modeling
Distribution-Fitting
A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.
Modeling Stock Market Corrections Over 150 Years
Data-Analysis
Data-Exploration
Fat-Tailed
Stochastic-Modeling
Modeling
Investing
How fast does the stock market correct back to long-term trends? Let’s fit a fat-tailed, skewed stochastic model to find out.