The Investment Analysis module1 allows us to stress-test, adjust, and make sense of the market simulations from the Investment Simulation module2.
It contains all the optimization and analysis methods presented in chapters 4 to 8 in the Portfolio Construction and Risk Management book3.
This video presents the final steps from the market simulation to the actual quantitative investment input that you can trade in the market.
Exclusive case studies
Paid subscribers4 have access to walkthroughs of exclusive case studies5 that include several advanced applications. As a free subscriber, you can claim a one-time access to a paid post.
Future paid posts will contain many exclusive case studies using the next generation investment framework. Consider a paid subscription to lock in the current subscription price.
Fortitudo Technologies solutions page: https://fortitudo.tech/solutions
Investment Simulation, Stationary Transformations and Fully Flexible Resampling post: https://antonvorobets.substack.com/p/2-investment-simulation
Portfolio Construction and Risk Management Book post: https://antonvorobets.substack.com/p/pcrm-book
Introducing Paid Content post: https://antonvorobets.substack.com/p/introducing-paid-content
Quantamental Investing content for paid subscribers: https://antonvorobets.substack.com/t/paid-content
