Newsletters

Entropy Pooling Fundamentals

August 2026 edition of the Portfolio Construction newsletter, clarifying some Sequential Entropy Pooling (SeqEP) misconceptions.

Aug 11 • Anton Vorobets

Summer Reading Recommendations

July 2026 edition of the Portfolio Construction newsletter, sharing some recommended readings for the summer.

Jul 2 • Anton Vorobets

Fully General Investment Framework (FGIF)

June 2026 edition of the Portfolio Construction newsletter, summarizing the Fully General Investment Framework (FGIF).

Jun 4 • Anton Vorobets

Tail Risk Mathematics

May 2026 edition of the Portfolio Construction newsletter, presenting the nuances of tail risk mathematics.

May 7 • Anton Vorobets

Portfolio Construction Easter

April 2026 edition of the Portfolio Construction newsletter, summarizing latest and future updates.

Apr 1 • Anton Vorobets

Modern Investment Technology

March 2026 edition of the Portfolio Construction newsletter, presenting perspectives on modern investment technology.

Mar 3 • Anton Vorobets

Foundational Mean-Variance Problems

February 2026 edition of the Portfolio Construction newsletter, summarizing the foundational problems with variance-based investment approaches.

Feb 3 • Anton Vorobets

Happy Quantametal Year

January 2026 edition of the Portfolio Construction newsletter, summarizing 2025 and revealing plans for 2026.

Jan 8 • Anton Vorobets

Academic Anti-Science

December 2025 edition of the Portfolio Construction newsletter, explaining how anti-science manifests itself in academic finance and economics.

Dec 2, 2025 • Anton Vorobets

Investment Mathematics

This is the November edition of the Portfolio Construction newsletter, introducing the investment mathematics appendix.

Nov 4, 2025 • Anton Vorobets

Quantamental Investing Updates

This article summarizes important updates for the Quantamental Investing Substack publication.

Oct 15, 2025 • Anton Vorobets

Course Complete

This is the October edition of the Portfolio Construction newsletter, giving an overview of the Applied Quantitative Investment Management lectures.

Oct 2, 2025 • Anton Vorobets

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