01Calculates risk of ruin to distinguish between acceptable volatility and terminal failure.
020 GitHub stars
03Identifies absorbing barriers to detect existential risks in projects and investments.
04Provides strategies for non-ergodic environments, including stop-losses and positive asymmetry.
05Applies the Kelly Criterion framework for optimal sizing of repeated bets and resource allocation.
06Differentiates between ensemble and time-series averages for accurate long-term forecasting.