Archive - Quantamental Investing

Open-Source Investment Software Issues

This article presents the issues with open-source packages for investment analysis and risk management.

Nov 13 •

Investment Mathematics

This is the November edition of the Portfolio Construction newsletter, introducing the investment mathematics appendix.

Nov 4 •

October 2025

Anton Vorobets @ Quant Enthusiasts

This video post contains the Quant Enthusiasts interview with Anton Vorobets.

Oct 29 •

23:30

Resampling Persistent Time Series

This article explains how we can resample persistent time series that are expected to mean revert to long-term averages.

Oct 23 •

Quantamental Investing Updates

This article summarizes important updates for the Quantamental Investing Substack publication.

Oct 15 •

How Challenging is CVaR Optimization?

This article presents the challenges of solving fully general CVaR optimization problems in Python.

Oct 8 •

Course Complete

This is the October edition of the Portfolio Construction newsletter, giving an overview of the Applied Quantitative Investment Management lectures.

Oct 2 •

September 2025

Lecture 12: Tail Risk Hedging and Analysis

This lecture goes through Chapters 7 and 8 from the Portfolio Construction and Risk Management book, presenting tail risk hedging and analysis.

Sep 25 •

51:55

Lecture 11: Derivatives Portfolio Optimization and Rebalancing

Watch Now | This lecture finalizes Chapter 6 from the Portfolio Construction and Risk Management book, presenting derivatives portfolio optimization and…

Sep 18 •

48:54

Lecture 10: Resampled Portfolio Optimization

Watch now | This lecture goes through Section 6.4 from the Portfolio Construction and Risk Management book, presenting Resampled Portfolio Stacking.

Sep 11 •

59:47

Lecture 9: Portfolio Optimization

This lecture goes through Sections 6.1-6.3 from the Portfolio Construction and Risk Management book, introducing portfolio optimization.

Sep 4 •

52:17

Portfolio Optimization

September 2025 edition of the Portfolio Construction newsletter about tail risk portfolio optimization with parameter uncertainty and derivatives.

Sep 2 •

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