This is a working paper, that shows how to apply stable distributions to financial data. It explores some of the problems in fitting data and offers some theoretical ideas about markets and price formation. It contains many algorithms written in Mathematica that may be of use to others.

Additional Mathematica software is needed to run the notebook completely and this can be found at:
www.robustanalysis.com
www.npgcable.com/~rrimmer/StableCalculation