few issues
My FM447 student Gevorg Saakyan pointed out a few typos
The tail index on page 1 uses the letter \(t\) where it should use \(\iota\).
Chapter 1, page 8. The date in the code comment does not correspond to the date in the code.
Chapter 8.2 Backtesting the S&P 500, pages 147-148. The dates in the text do not correspond with the dates in the code, the code should use February 2, this means that the number of observations is not 4000.
Found something?
Corrections and comments are very much appreciated. Please get in touch.