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Fat tail

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Learning to Love the Fat Tail
The Iconoclast Investor  May 10  Comment 
I've written a lot about the importance of keeping track of your past trades and calculating key metrics such as batting average and slugging percentage.  I won't rehash all that here, but I do want to touch on something that occurred to me when...




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A property of some probability distributions exhibiting large kurtosis relative to the normal distribution, which itself is an example of an exceptionally thin tail distribution. "Fat tail" refer to the end of the curve (i.e. the tail) and distributions with fat tails have higher likelihood of occurrences that would otherwise be high sigma (standard deviation) in a normal distribution.

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