What is Fat Tail? | TDS Archive
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Journey to Tempered Stable Distribution #1
Journey to Tempered Stable Distribution #1 Understanding Fat-tailed Distribution How fat is fat? Lessons from Markets 10 min read · Jun 17, 2020 -- Listen Share Hi, this is Alpha Blender. T he series “Journey to Tempered Stable Distribution” is designed to help people understand one of the fat-tail distributions: tempered stable distribution . The purpose of this document is, therefore, to introduce and explain concepts and tools that are required to understanding the level of exploiting the tempered stable distribution for their own purpose. I will not get into the nitty-gritty of each type o
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