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Thrasymachus comments on Why the tails come apart - Less Wrong

115 Post author: Thrasymachus 01 August 2014 10:41PM

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Comment author: Thrasymachus 02 August 2014 02:13:07AM 1 point [-]

I was a little too lazy to knock this up in R. Sorry! I am planning on some followups when I've levelled up more in mathematics and programming, although my thoughts would be quant finance etc. would have a large literature on this, as I'd intuit these sorts of effects are pretty important when picking stocks etc.