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About
Interactive articles on risk measurement, written to show their working.
Kwantil writes about how risk gets measured when the data is thin: calibration, extreme values, stablecoin and venue risk, and the data work around them. Each article interleaves plain explanation with figures you can take apart yourself.
It is written by Matthew Tanti, an independent quantitative researcher based in Malta. One person, and no house rules beyond the four below.
- Every figure says whether it is evidence (real data or a closed form) or an illustration (a stylised model whose dials are mine to set).
- Every method states what it assumes.
- Numbers are reported with their uncertainty, not as false precision.
- Where a question cannot be answered from the data, the article says so rather than guessing.
These are self-published articles, not peer-reviewed papers. Read them as careful working notes from one researcher: versioned, checkable against their own sources, and corrected in public when they turn out to be wrong.
Corrections and questions: matthew@mtanti.com.