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Lecture 2: Stylized Market Facts
This lecture goes through Chapter 2 of the Portfolio Construction and Risk Management book about stylized market facts.
Jul 10
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Anton Vorobets
7
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Lecture 2: Stylized Market Facts
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1:04:52
Lecture 1: Intro and Python setup
The first lecture of the Applied Quantitative Investment Management course, including Python setup.
Jul 3
•
Anton Vorobets
18
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Lecture 1: Intro and Python setup
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54:24
Learn from the Source
July 2025 edition of the Portfolio Constructions newsletter about the importance of evaluating your sources.
Jul 1
•
Anton Vorobets
3
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Learn from the Source
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June 2025
Course Q&A
This is a practical Q&A thread for the upcoming Applied Quantitative Investment Management course.
Jun 24
•
Anton Vorobets
7
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Course Q&A
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3
The Normal Distribution Myth
A summary of the SSRN article "The Normal Distribution Myth", which rejects the hypothesis that return distributions are normal.
Jun 5
•
Anton Vorobets
5
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The Normal Distribution Myth
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Applied Quantitative Investment Management Course
June 2025 edition of the Portfolio Construction newsletter, announcing the Applied Quantitative Investment Management course.
Jun 2
•
Anton Vorobets
7
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Applied Quantitative Investment Management Course
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May 2025
Multi-Asset Simulation
This article presents the nuances of multi-asset simulation, including a Python case study using the Investment Simulation module.
May 28
•
Anton Vorobets
7
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Multi-Asset Simulation
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Multi-Asset Macro Model
This article explains how the real rate, inflation, and growth factors can be defined in a multi-asset macro model, including a practical Python case…
May 15
•
Anton Vorobets
11
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Multi-Asset Macro Model
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Book and Code Update
May 2025 edition of the Portfolio Construction newsletter including a LinkedIn posts recap.
May 1
•
Anton Vorobets
3
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Book and Code Update
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April 2025
9. Time Series GANs
Walkthrough of the time series GAN functionality from the Investment Simulation module.
Apr 26
•
Anton Vorobets
8
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9. Time Series GANs
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12:59
11. Time- and State-Dependent Resampling
A video walkthrough of the Time- and State-Dependent Resampling SSRN article and Python code.
Apr 19
•
Anton Vorobets
7
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Quantamental Investing
11. Time- and State-Dependent Resampling
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2
15:25
8. Risk and Return Analysis
A video walkthrough of the risk and return analysis functionality from the Investment Analysis module.
Apr 12
•
Anton Vorobets
7
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8. Risk and Return Analysis
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31:21
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