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Time- and State-Dependent Resampling Article
This post contains the latest version of the Time- and State-Dependent Resampling article by Laura Kristensen and Anton Vorobets (2025).
Jul 9
•
Anton Vorobets
7
1
Normal Distribution Myth Article
This post contains the latest version of the Normal Distribution Myth article by Anton Vorobets.
Jun 11
•
Anton Vorobets
5
1
Derivatives Portfolio Management Article
This post contains the latest version of the Portfolio Management Framework for Derivative Instruments article by Anton Vorobets.
May 22
•
Anton Vorobets
7
1
Variance vs CVaR article
This post contains the latest version of the Variance for Intuition, CVaR for Optimization article by Anton Vorobets.
May 14
•
Anton Vorobets
6
1
Portfolio Optimization and Parameter Uncertainty Article
This post contains the latest version of the Portfolio Optimization and Parameter Uncertainty article by Laura Kristensen and Anton Vorobets.
Apr 28
•
Anton Vorobets
18
2
Causal and Predictive Views and Stress Testing Article
This post contains the latest version of the Causal and Predictive Market Views and Stress Testing article by Anton Vorobets.
Apr 23
•
Anton Vorobets
9
1
Sequential Entropy Pooling Article
This post contains the latest version of the Sequential Entropy Pooling Heuristics article by Anton Vorobets.
Apr 9
•
Anton Vorobets
11
1
Conditional Maximum Loss Article
This post contains the latest version of the Conditional Maximum Loss Portfolio Optimization article by Kristensen and Vorobets (2026).
Feb 19
•
Anton Vorobets
14
8
Portfolio Construction and Risk Management Book
This post contains the latest version of the Portfolio Construction and Risk Management book by Anton Vorobets.
Jan 18, 2025
•
Anton Vorobets
82
4
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