https://federicocarrone.com/series/leptokurtic/detecting-crashes-with-fat-tail-statistics/
Detecting Crashes with Fat-Tail Statistics | Federico Carrone
We built fatcrash, a Rust+Python toolkit with 15 crash detection methods: LPPLS, DFA, EVT, Hill, Kappa, Hurst, GSADF, momentum/reversal, price velocity, and...
federico carronedetectingcrashesfattail
https://federicocarrone.com/series/ethereum/the-missing-institution-of-the-internet/
The missing institution of the Internet | Federico Carrone
The internet scaled information but not ownership institutions; Ethereum addresses this gap by embedding rights, records, and enforcement into programmable...
the missingfederico carroneinstitutioninternet
https://federicocarrone.com/series/leptokurtic/twenty-centuries-of-financial-data/
Twenty Centuries of Financial Data: What 240 Countries and 2,000 Years Reveal | Federico Carrone
We assembled forex-centuries, an open dataset of exchange rates, gold, silver, interest rates, commodity prices, GDP, sovereign debt, and more — 27 sources...
financial datafederico carronetwentycenturiescountries
https://federicocarrone.com/articles/health-guide/
Fede's Guide to a Healthier Life | Federico Carrone
An ordered, evidence-based health guide for nerds who used to think the body didn't matter.
guide tohealthier lifefederico carrone
https://federicocarrone.com/articles/transforming-the-future-with-zero-knowledge-proofs-fully-homomorphic-encryption-and-new-distributed-systems-algorithms/
Zero-Knowledge Proofs and the Economics of Verification | Federico Carrone
The proving-verification asymmetry in zero-knowledge proofs is what makes them economically meaningful: proving is expensive, verification is cheap, and that...
zero knowledge proofsand thefederico carroneeconomicsverification
https://federicocarrone.com/articles/crypto-doctrine/
Crypto doctrine | Federico Carrone
Crypto found product-market fit where trust is weakest: inflationary or censored economies, and internet-native communities that need programmable coordination...
crypto doctrinefederico carrone
https://federicocarrone.com/series/leptokurtic/at-the-core-of-finance-lies-geometry-in-the-end-its-all-jensens-inequality/
At the Core of Finance Lies Geometry. In the End, It’s All Jensen’s Inequality. | Federico Carrone
A 400-year journey through logarithms, Kelly, ergodicity, and tail risk to show why geometry sits at the core of finance and why Jensen's inequality ties the...
at the corefederico carrone
https://federicocarrone.com/series/leptokurtic/the-tail-hedge-debate-spitznagel-is-right/
The Tail Hedge Debate: Spitznagel Is Right, AQR Is Answering the Wrong Question | Federico Carrone
We tested Spitznagel's tail hedging strategy and AQR's critique with 17 years of real SPY options data. AQR's published tests use near-ATM puts in a...
https://federicocarrone.com/series/concrete/rusts-grand-vision-and-concretes-answer/
The Rust Effects Debate and Concrete's Case for a Smaller Language | Federico Carrone
Wuyts is right about effects and ownership. The Hacker News skeptics are right about complexity. Concrete accepts both and says no to refinement types.
https://federicocarrone.com/articles/type-systems/
Fede's Guide to Type Systems: From Generics to Dependent Types | Federico Carrone
A practical guide through the landscape of type systems, from everyday generics to dependent types that prove correctness, with examples in Rust, Scala, and...
guide totype systems