4. Time Series Simulation

This is the sixth video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech¹

The video goes through the fifth example which presents the stochastic differential equation (SDE) simulation that follows with the fortitudo.tech Python package.

You can use this time series simulation to validate your simulation methods. It represents approximately 20 years of trading days data.

For a deep and pedagogical walkthrough of the investment framework and methods, see Portfolio Construction and Risk Management book².

You can still contribute to the project and get perks for your contribution at: https://igg.me/at/pcrm-book³

Note that if you contribute €100 or more to the Portfolio Construction and Risk Management book, you will get one-year complimentary paid Substack subscription (currently valued at €100) from February 17, 2025. This Substack subscription will give you access to exclusive case studies that use the investment framework from the book.

This video is also available on YouTube⁴ if you prefer watching it there.

1. GitHub repository for the fortitudo.tech Python package: https://github.com/fortitudo-tech/fortitudo.tech

2. Portfolio Construction and Risk Management Book latest PDF: https://antonvorobets.substack.com/p/pcrm-book

3. Portfolio Construction and Risk Management book crowdfunding: https://igg.me/at/pcrm-book

4. fortitudo.tech Python package walkthrough YouTube playlist: https://www.youtube.com/playlist?list=PLfI2BKNVj_b2rurUsCtc2F8lqtPWqcs2K