Archive - Quantamental Investing

Sequential Entropy Pooling

A high-level presentation of Sequential Entropy Pooling (SeqEP), which is a powerful method for views and stress-testing of fully general return…

Feb 26 •

2. Investment Simulation, Stationary Transformations and Fully Flexible Resampling

This video post gives an overview of the Investment Simulation module as well as the stationary transformations and Fully Flexible Resampling examples.

Feb 23 •

45:55

Time- and State-Dependent Resampling

This post presents a high-level summary of the Time- and State-Dependent Resampling article, including the Fully Flexible Resampling method.

Feb 19 •

1. Investment System Overview

This post gives an overview of how you work with the Investment Simulation and Investment Analysis modules in the cloud.

Feb 15 •

17:59

Introducing Paid Content

This video post gives an introduction to the forthcoming paid content for the Quantamental Investing publication.

Feb 8 •

8:04

Better Backtesting

This post introduces a backtesting approach that leverages synthetic market data to overcome the primary limitation of historical backtesting.

Feb 6 •

The Book is Out

This Quantamental Investing newsletter contains a lot of valuable content. Make sure that you don't miss it.

Feb 1 •

January 2025

Next Generation Investment Framework

This video explains how I suggest studying the next generation investment framework and why the current mainstream is stuck with mean-variance.

Jan 25 •

4:39

Portfolio Construction and Risk Management Book

This post contains the latest version of the Portfolio Construction and Risk Management book by Anton Vorobets.

Jan 18 •

10. Derivatives Portfolio Optimization and Parameter Uncertainty

The twelfth video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech

Jan 11

7:12

Happy Quant Year

This is a replication of my Portfolio Construction newsletter on LinkedIn, which gives you a LinkedIn posts recap for December 2024.

Jan 7 •

9. Portfolio Optimization and Parameter Uncertainty

The eleventh video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech

Jan 4

17:11

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