Articles

Black Friday Last Chance

This post is a reminder that it is the last chance to get the Black Friday discount on yearly subscriptions to the Quantamental Investing publication.

Dec 5 •

Academic Anti-Science

December edition of the Portfolio Construction newsletter, explaining how anti-science manifests itself in academic finance and economics.

Dec 2 •

Gold in Multi-Asset Portfolios

This article analyzes the characteristics of gold in multi-asset portfolios, including an analysis of inflation and VIX shocks.

Nov 27 •

High-Dimensional CVaR Optimization

This article presents a Python case study that optimizes the CVaR for a portfolio of 2000 stocks, illustrating that such problems are practically…

Nov 20 •

Open-Source Investment Software Issues

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

Nov 13 •

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 •

12. The Normal Distribution Myth

This video goes through example 12 from the fortitudo.tech Python package and the accompanying SSRN article.

Aug 19 •

14:55

Course Feedback

This post gives a summary of the Applied Quantitative Investment Management course and asks for your feedback.

Aug 13 •

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

Jun 24 •

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