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fat tails

This tag is associated with 2 posts

Proud to be a war quant

By ⋅ 16 April 2013 ⋅ 4 comments

I’ve just re-read Douglas W Hubbard’s The Failure of Risk Management.  It’s an odd book in that while I agree with most of what’s in it, I’m not particularly convinced by the overall story suggested by the subtitle: Why It’s Broken and How to Fix It. Hubbard’s theme is that we do not do enough, […]

The end of cycles

By ⋅ 12 November 2012 ⋅ Post a comment

Here’s something that I’ve taken from a blog I did on how decisions are taken in public life and the role of media in supporting them (or not). Economists have laboured for years to model the behaviour of markets.  The models have become ever more complex and contain ever more parameters to help fitting the results to […]

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