My name is Anton Vorobets. I am the Founder & CEO of Fortitudo Technologies; an investment tech company offering novel investment risk and analysis software to institutional investors.

I am also the author of the Portfolio Construction and Risk Management book, which thoroughly presents the next generation investment framework that utilizes fully general investment distributions, Sequential Entropy Pooling, and mean-CVaR.

The Quantamental Investing publication contains content about mathematical investment risk and analysis methods that solve real-world problems for complex multi-asset portfolios.

Prior to founding Fortitudo Technologies, I worked on both the buy- and sell-side. Most recently with strategic and tactical asset allocation. Hence, I have significant experience with practical aspects of quantitative investment management and have used the methods successfully myself.

The software I build is designed to solve the problems investment managers experience in practice. It is developed in close collaboration with sophisticated “quantamental” institutional investment managers. I have experienced these problems personally and therefore understand the nuances of good solutions.

Many of the investment analysis methods are publicly available as scientific articles, and the accompanying code is available in the fortitudo.tech Python package.

Why subscribe?

Subscribe to get full access to the newsletter, publication archives, as well as regularly updated Notes.

The Quantamental Investing publication will also be used to coordinate content across different platforms.

If you prefer using the other platforms directly, here are some useful links:

Anton Vorobets’ LinkedIn profile: www.linkedin.com/in/antonvorobets

SSRN articles: https://ssrn.com/author=2738420

Fortitudo.tech Python package: github.com/fortitudo-tech/fortitudo.tech

Fortitudo Technologies YouTube channel: www.youtube.com/@fortitudo-tech

Applied Quantitative Investment Management group: https://www.linkedin.com/groups/12877102/