Course Q&A

This is a practical Q&A thread for the Applied Quantitative Investment Management course.

An illustration of a tail diversification failure scenario for bonds and equities using Sequential Entropy Pooling (SeqEP).

As recently announced, I will be giving a course that carefully goes through the Portfolio Construction and Risk Management book and its accompanying Python code.

This article contains clarifying information based on some of the questions that I have received.

1. The course will run over 12-13 weeks from July to September, 2025.

2. It will contain video walkthroughs of all chapters and Python code in addition to lecture slides.

3. You get access to the course through a paid subscription to the Quantamental Investing publication.

4. You will have the opportunity to ask me questions through the Substack chat.

5. As a bonus, you will have access to the expanding collection of paid articles and videos.

I encourage you to activate the paid subscription as soon as possible if you want to ensure that you get access at the best price.

If you subscribe using your work e-mail, consider expensing the subscription and potentially using the group subscription option.

If you have additional practical questions, please post them in the comments below.