{"id":16509220,"url":"https://github.com/fergm/risk-mitigation","last_synced_at":"2026-03-18T20:07:33.953Z","repository":{"id":137700512,"uuid":"532230536","full_name":"FergM/risk-mitigation","owner":"FergM","description":"Roughwork ideas and models","archived":false,"fork":false,"pushed_at":"2022-10-02T09:35:49.000Z","size":8,"stargazers_count":1,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-11-30T11:55:49.089Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":null,"has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/FergM.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-09-03T10:45:28.000Z","updated_at":"2023-10-17T07:00:30.000Z","dependencies_parsed_at":null,"dependency_job_id":"defaed19-6886-47a6-9fd3-dfd3ec7f3394","html_url":"https://github.com/FergM/risk-mitigation","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/FergM/risk-mitigation","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Frisk-mitigation","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Frisk-mitigation/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Frisk-mitigation/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Frisk-mitigation/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/FergM","download_url":"https://codeload.github.com/FergM/risk-mitigation/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Frisk-mitigation/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30065784,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-03T18:21:05.932Z","status":"ssl_error","status_checked_at":"2026-03-03T18:20:59.341Z","response_time":61,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T15:49:24.222Z","updated_at":"2026-03-03T23:31:43.090Z","avatar_url":"https://github.com/FergM.png","language":null,"funding_links":[],"categories":[],"sub_categories":[],"readme":"# Risk Mitigation\nHigh level notes and models for investing and wealth preservation.\n\n*The cure mustn't be worse than the disease.*\n\n## Rolling Roughwork\n\n### Key Metrics\n* CAGR/Median/Kelly Percentiles\n* **Log return** on **Total Wealth**\n    * You can generalise to % of total wealth\n    * Beware, nominal values matter because of affordability thresholds/step-functions baked into reality\n\n### Models \u0026 Visuals\nAll from *Safe Haven Investing* so far.\n\nVisuals\n* Bootstrap Paths Model\n* X and Os Model (Sum of parts)\n* Cost-Effect Safe Haven Frontier\n\nModels\n* P34 Petersburg Wagger - Shows how a bet can be good or bad depending on how much wealth you have.\n\n### Industy Models:\n* Portfolio Theroy Sharpe Ratio Efficient Frontier\n    * Show weaknesses such as leverage fragility\n    * See LML ErgodicityEconomics doc 2017\n\n### Core Concepts\n* Compound Average Grouth Rate (**CAGR / Geometric Mean**)\n    * Think of risk as things which reduce CAGR.\n* Kelly Criterion (Sizing your position)\n    * Try to raise the lower percentile paths\n* Median performance is more typical than mean performance\n\n### Other\n* Understanding **leverage**\n  * Magnifies risk\n  * Magnifies model error/uncertainty about risk\n  * Pseudo-leverage such as 3X S\u0026P500 ETFs, limits downside?\n  * Closely related to sizing your position\n* Handling **inflation** in return models\n* Max log drawdown\n* Falsification. Falsify hypotheses don't naively try to confirm them.\n* Mechanical and Statistical Relationships. Don't confuse them. Mechanical is better but rarer.\n\n\nExternal Resources:\n* *Safe Haven Investing* by Mark Spitznagel: [Amazon Link](https://www.amazon.co.uk/Safe-Haven-Investing-Financial-Storms/dp/1119401798)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffergm%2Frisk-mitigation","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ffergm%2Frisk-mitigation","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffergm%2Frisk-mitigation/lists"}