A necessary condition for beating the market is doing something differently than the majority.

Even if you disregard the lack of empirical support, how do you evaluate CAPM, Black-Litterman, and mean-variance on this metric? :-)

#quant #quantsky #finance #investing

This article presents the nuances of multi-asset market simulation, including a Python case study.

Read it here: antonvorobets.substack.com/p/multi-asse...

#quant #quantsky #finance #markets #python #investing #simulation #data #investment

Applied Quantitative Investment Management group update:

www.linkedin.com/feed/update/...

#quant #quantsky #finance #markets #python #investing

This was my New Year's resolution! :-)

If you haven’t read the articles yet, you can find many practically relevant quantitative investment management methods here: www.ssrn.com/author=2738420

#quant #quantsky #finance #markets #trading #investing

This free webinar is quickly approaching. Make sure to secure your spot.

Gain new perspectives on next-generation investment methods by experiencing an alternative to the variance-based approach.

Register by scanning the QR code or this link: topmate.io/quant_inside...

#quant #finance #investing

I really look forward to presenting at this Quant Insider webinar on March 23rd.

The webinar is free. Make sure to secure your spot: topmate.io/quant_inside...

Find the slide preview in the comment below.

#quant #quantsky #finance #markets #Investment #investing #python #data #volatility

Let us not let the fake news absolutist win.

Make a donation to Wikipedia today.

#wikipedia #donation

Check out this LinkedIn post on the “fundamental theorem of investment alpha”:
www.linkedin.com/feed/update/...

#finance #markets #riskmanagement

The Exposure Stacking method has now been added to the fortitudo-tech Python package.

For more: www.linkedin.com/feed/update/...

#finance #markets #python

You can now access the Portfolio Construction and Risk Management book and Python code!

The crowdfunding campaign is live at igg.me/at/pcrm-book.

See also this LinkedIn post: www.linkedin.com/feed/update/...

#finance #markets #python

Check out this post about the core elements of the next generation investment framework.

www.linkedin.com/feed/update/...

#finance #markets #riskmanagement

Check out the updated version of the Portfolio Optimization and Parameter Uncertainty article that introduces the Exposure Stacking method for resampled portfolio optimization with fully general parameter uncertainty: ssrn.com/abstract=470...