How Unlucky is 25-Sigma? · HackerPapers discussionshttps://hackerpaper.kaipfister.de/p/1103.5672/Collected HN comments and submissions linking this paper.enMon, 02 Nov 2026 11:16:22 GMTHow Unlucky is 25-Sigma? — mentioned by fractionalharehttps://news.ycombinator.com/item?id=26183425urn:hackerpapers:mention:1103.5672:26183425Thu, 18 Feb 2021 18:18:57 GMT<p>Yeah. Calling something a five-sigma event loses meaning if there haven&#x27;t been anywhere near enough time intervals (here: market days) to validate that thesis. Here is a decent paper on the topic of n-sigma events: https://arxiv.org/pdf/1103.5672.pdf</p><p><a href="https://hackerpaper.kaipfister.de/p/1103.5672/">Paper and discussion history</a>. A mention is not an endorsement.</p>q-fin.GNHow Unlucky is 25-Sigma? — mentioned by kmfrkhttps://news.ycombinator.com/item?id=16315511urn:hackerpapers:mention:1103.5672:16315511Tue, 06 Feb 2018 11:03:24 GMT<p>It&#x27;s usually referred to as an &quot;x sigma event&quot;. A paper I really like on this is &quot;How Unlucky is 25-Sigma?&quot; https://arxiv.org/abs/1103.5672.</p><p><a href="https://hackerpaper.kaipfister.de/p/1103.5672/">Paper and discussion history</a>. A mention is not an endorsement.</p>q-fin.GN