It's rough. There are probably bugs. But if I wait until it's perfect, I'll never post it. So here it is. "Black swans being unpredictable, we need to adjust to their existence rather than naively try to predict them." The thing that annoyed me I was writing a portfolio risk model a few months back. Linters happy, tests passing, everything looked fine. Ran it against historical data, still fine. Then I started wondering: what actually happens to this thing during a liquidity crisis?
