10 Sigma Risk is a personal blog providing commentary on risk management and data analysis/machine learning in the financial industry. Please contact me at "datasciY.info @ gmail. com" (without spaces) for direct messages. The title, 10 σ risk, (pronounced ten sigma risk), stands for a focus on extreme market events. If we were to call a quiet market volatility level a one-sigma event, then a ten-sigma event is an extremely high volatility event. This type of event is relatively rare, and has occured once every 7 to 20 years in the securities market. The market crash of October 2008 following Lehman Brother's bankruptcy was an extreme event. The October 1987 U.S. stock market crash was another extreme event.
I am a Data Science student with a deep financial industry knowledge. I hold an MBA from the University of Chicago, Booth School of Business, and I am a certified FRM (Financial Risk Manager). I received a B.A. with High Honors in Economics from Mount Holyoke College.
Feb 2019 GARP Conference, proposed talk supporting materials