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

I am 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.

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 use the methods that I present successfully myself.

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

The software I build is designed to solve the problems that investment and risk managers experience in practice. It is developed in close collaboration with sophisticated institutional investors.

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

Paid subscriber benefits

As a paid subscriber, you get access to all the paid content and asking me questions in the chat.

You might in particular find the Applied Quantitative Investment Management course interesting.

The course carefully goes through the Portfolio Construction and Risk Management book as well as its accompanying Python code.

Subscribers who select the professional plan will additionally have access to trying out an institutional-grade version of the investment framework as well as two yearly online 1:1s.

Why subscribe for free?

As a free subscriber, you still get plenty benefits with access to all the free posts and previews, publication archives, and 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/