A quick way to estimate a general extreme value distribution with R and a GUI, SPY financial data.

We use a library designed by the US national weather research team into extreme weather events for financial data. GEV distributions are robust and work in many domains. It gives the likelihood of an extreme financial outcome and its severity from the underlying sampled data. Variance at risk estimates are generally not very indicative of the drastic potential of extreme events on your portfolio. 🍕☕☕ https://buymeacoffee.com/decisionanalytx