Articles

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 •

The Normal Distribution Myth

A summary of the SSRN article "The Normal Distribution Myth", which rejects the hypothesis that return distributions are normal.

Jun 5 •

Multi-Asset Simulation

This article presents the nuances of multi-asset simulation, including a Python case study using the Investment Simulation module.

May 28 •

Multi-Asset Macro Model

This article explains how the real rate, inflation, and growth factors can be defined in a multi-asset macro model, including a practical Python case…

May 15 •

Anton Vorobets, Next Generation Investment Framework

A replay of Quant Insider webinar from March 23, 2025, that carefully presents the next generation investment framework.

Apr 10 •

54:39

Resampled Portfolio Stacking

A high-level presentation of Resampled Portfolio Stacking for portfolio optimization with fully general parameter uncertainty.

Apr 8 •

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