david-salazar.github.io/2020/04/17/fat…
![](https://pbs.twimg.com/media/EWUAWIhX0AI55_I.png)
![](https://pbs.twimg.com/media/EWUAWI-UcAA9dQ6.png)
david-salazar.github.io/2020/05/09/wha…
![](https://pbs.twimg.com/media/EXmpE2-WkAA3-54.png)
![](https://pbs.twimg.com/media/EXmpE3gXYAEmKlk.png)
![](https://pbs.twimg.com/media/EXmpE4DWsAExUQM.png)
david-salazar.github.io/2020/05/13/sta…
![](https://pbs.twimg.com/media/EX_Ltf3WkAAA45Z.png)
![](https://pbs.twimg.com/media/EX_LtgPWoAEQE37.png)
david-salazar.github.io/2020/05/19/und…
![](https://pbs.twimg.com/media/EYeVq5BWsAILHhZ.png)
![](https://pbs.twimg.com/media/EYeVq5FWoAQp5C7.png)
![](https://pbs.twimg.com/media/EYeVq5FWsAE8ws8.png)
![](https://pbs.twimg.com/media/EYeWsVQWAAIJ8x_.png)
![](https://pbs.twimg.com/media/EYeYeAUWkAMVauz.png)
Blogpost: david-salazar.github.io/2020/05/22/cor…
![](https://pbs.twimg.com/media/EYynxjaWkAEJ20h.png)
![](https://pbs.twimg.com/media/EYynxjcWsAcpP1X.jpg)
![](https://pbs.twimg.com/media/EYynxjeWAA0G0IC.jpg)
![](https://pbs.twimg.com/media/EYynxjfWkAAw8Mp.png)
Monte-Carlo experiment:
david-salazar.github.io/2020/05/26/r-s…
![](https://pbs.twimg.com/media/EZCMz-BXkAE0h60.png)
![](https://pbs.twimg.com/media/EZCMz-EWoAASLKS.png)
Blogpost with Monte-Carlo experiments:
david-salazar.github.io/2020/05/30/cen…
Blogpost:
david-salazar.github.io/2020/06/02/lln…
arxiv.org/ftp/arxiv/pape…
![](https://pbs.twimg.com/media/EaBCCDUXYAIaK6y.jpg)
Blogpost:
david-salazar.github.io/2020/06/10/fis…
![](https://pbs.twimg.com/media/EaLk5IdWAAAjDJU.png)
![](https://pbs.twimg.com/media/EaLk5IpXQAEUsRt.png)
david-salazar.github.io/2020/06/11/how…
![](https://pbs.twimg.com/media/EaUNeQZWsAAclzH.png)
![](https://pbs.twimg.com/media/EaUORAUWAAEjNOA.png)
david-salazar.github.io/2020/06/14/whe…
![](https://pbs.twimg.com/media/EajTRccXQAEjXmf.png)
![](https://pbs.twimg.com/media/EajTRcdXsAISdo6.png)
A single point rejects this possibility.
david-salazar.github.io/2020/06/17/ext…
![](https://pbs.twimg.com/media/Ea44A3VWAAAiVdG.png)
![](https://pbs.twimg.com/media/Ea44A3WWoAAmtHw.png)
![](https://pbs.twimg.com/media/Ea44A3XXYAA05kJ.png)
![](https://pbs.twimg.com/media/Ea44A4rXkAA950N.png)
@nntaleb shows that SP500 negative returns can be considered independent
![](https://pbs.twimg.com/media/Ea45GJcX0AEHR7U.png)
david-salazar.github.io/2020/06/24/pro…
david-salazar.github.io/2020/06/26/gin…
![](https://pbs.twimg.com/media/EbdboglWsAAN3E2.png)
![](https://pbs.twimg.com/media/EbdcO3YWsAE3_at.png)
david-salazar.github.io/2020/07/05/tai…
![](https://pbs.twimg.com/media/EcQz83bWAAEpWOY.png)
![](https://pbs.twimg.com/media/EcQ0-JzWkAAM_q_.jpg)
![](https://pbs.twimg.com/media/Ea-qHGOXkAEFSkS.jpg)