GitHub - Enriqson/TalebBands: Implements an idea proposed by Nassim Taleb on the Statistical Consequences of Fat Tails: "the fatter the tails, the more markets spend time between µ −√(1/2(5 −√17))σ and µ +√(1/2(5 −√17))σ where σ is the standard deviation and µ the mean of the distribution"

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Implements an idea proposed by Nassim Taleb on the Statistical Consequences of Fat Tails: "the fatter the tails, the more markets spend time between µ −√(1/2(5 −√17))σ and µ +√(1/2(5 −√17))σ where σ is the standard deviation and µ the mean of the distribution"

python jupyter-notebook quantitative-finance