I did not file taxes between 2014-2016 but had incurred capital losses during those years. I also did not have a W2 during those years due to unemployment. Is there a way to claim these capital losses?
Unfortunately, the only way to claim capital losses that occur in any tax year is to file a tax return for that year. Even if you had no taxable income, filing a return allows capital losses to be carried forward to future tax years.