Archive - Quantamental Investing

May 2025

April 2025

9. Time Series GANs

Walkthrough of the time series GAN functionality from the Investment Simulation module.

Apr 26 •

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 •

15:25

8. Risk and Return Analysis

A video walkthrough of the risk and return analysis functionality from the Investment Analysis module.

Apr 12 •

31:21

Anton Vorobets, Next Generation Investment Framework

A replay of Quant Insider webinar from March 23, 2025, that carefully presents the next generation investment framework.

Apr 10 •

54:39

Resampled Portfolio Stacking

A high-level presentation of Resampled Portfolio Stacking for portfolio optimization with fully general parameter uncertainty.

Apr 8 •

7. Bayesian Nets and Causal Stress-Tests

Video going through the Bayesian nets as well as causal and predictive views and stress-testing functionality.

Apr 5 •

45:46

Good Investment Models

This is the April edition of the Portfolio Construction newsletter that also includes a LinkedIn posts recap.

Apr 1 •

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