Fat tails in life and in your character

Finding Single Name Representatives of S&P 500 Sectors Using Vine Copulas

Code and Supplementary Data Included

The True Sage Has No Desires

Trading Wisdom from Ancient China

Volatility Profiles of the Most Liquid Currencies (plus NZDUSD and AUDNZD)

Supplementary data included

Seasonality of Intraday Volatility in FX

A Chart Fest of the Intraday Volatility by Session and Time-of-day of 60+ Currencies

FX Daily Volatility in Different Months

A Chart Fest of Daily FX Moves for over 60 Currencies in Percentage Terms

EURUSD Profile: A Statistical View of the Currency Pair

I Came, I Saw, I Placed a Bet

How I think about edge nowadays

A Journey to the Center of the VIX

How S&P 500 options trading activity affects the VIX figure.

Some thoughts in light of the recent spike in the VIX

The Markov Property

The Wisdom of Being Memoryless

[Free Dataset] FOMC Statements, Speeches, Minutes, Press Conference and Meetings Scripts