10 Sigma Risk

Personal Blog about Markets and Risk


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.

Jennifer Yoon Bio

Jennifer Yoon 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.

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Featured Topics - coming soon

GARP Risk Talk

Feb 2019 GARP Conference, proposed talk supporting materials

Coming Soon

Part I: Best of SciPy and PyData for Risk Managers
-- work in progress

Part II: Amazon AWS demos, How to be Useful on Day One
-- work in progress

Leverage Ratios

gold bars

Money, Bitcoins

$100 Franklins, Bitcoins

Articles and Data Sources - coming soon

Articles on Risk & Regulation

typewriter image

News & Ideas

Chinese larnterns

Study Corner - Butterfly Effect

butterfly and yellow flowers

Fun Facts

Bora Bora

How about a walk on the beach at Bora Bora? Tahiti.com tourism


Our Milky Way Galaxy is estimated to have 10 million to a billion black holes. See evidence for their existance in Science News

Aurora Borealis

What causes the Aurora Borealis?