Check out this video walkthrough of the time series simulation that follows with the fortitudo-tech Python package.
It mimics 20 years of multi-asset data that you can use to validate your market simulation methods.
open.substack.com/pub/antonvor...
#finance #markets #python #quant #quantfinance
It mimics 20 years of multi-asset data that you can use to validate your market simulation methods.
open.substack.com/pub/antonvor...
#finance #markets #python #quant #quantfinance
4. Time Series Simulation
The sixth video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech
open.substack.com
November 30, 2024 at 2:37 PM
Check out this video walkthrough of the time series simulation that follows with the fortitudo-tech Python package.
It mimics 20 years of multi-asset data that you can use to validate your market simulation methods.
open.substack.com/pub/antonvor...
#finance #markets #python #quant #quantfinance
It mimics 20 years of multi-asset data that you can use to validate your market simulation methods.
open.substack.com/pub/antonvor...
#finance #markets #python #quant #quantfinance
Check out this Substack Note about why I work with the investment framework that I do:
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #quantfinance #quant #quantsky #investment #investing #meanvariance #meancvar
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #quantfinance #quant #quantsky #investment #investing #meanvariance #meancvar
Anton Vorobets on Substack
I recently received an interesting question about the investment framework I work with:
“Anton, why don’t you just make something where people can input their mean vector and covariance matrix to get...
substack.com
November 5, 2024 at 12:51 PM
Check out this Substack Note about why I work with the investment framework that I do:
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #quantfinance #quant #quantsky #investment #investing #meanvariance #meancvar
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #quantfinance #quant #quantsky #investment #investing #meanvariance #meancvar
Day 3 🚀 #LearningInPublic
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
August 19, 2025 at 8:33 PM
Day 3 🚀 #LearningInPublic
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
🌍✈️ **5 Transformative Aspects of Cross-Border Migration**: Informative & insightful! #LegacyTech #FutureTech #AINow #ArtificialIntelligence #MachineLearning #DataVentures #QuantFinance #CyberSecurity... support our work by using this amazon link whenever you shop: tinyurl.com/amazondiscou...
July 1, 2025 at 10:24 AM
🌍✈️ **5 Transformative Aspects of Cross-Border Migration**: Informative & insightful! #LegacyTech #FutureTech #AINow #ArtificialIntelligence #MachineLearning #DataVentures #QuantFinance #CyberSecurity... support our work by using this amazon link whenever you shop: tinyurl.com/amazondiscou...
Check out this Substack Note about the last chance to get access to the Portfolio Construction and Risk Management book including all benefits:
substack.com/@antonvorobe...
#quant #quantsky #quantfinance #finance #markets #riskmanagement #python #portfolioconstruction #investment #investing
substack.com/@antonvorobe...
#quant #quantsky #quantfinance #finance #markets #riskmanagement #python #portfolioconstruction #investment #investing
Anton Vorobets on Substack
Last chance to get access to the Portfolio Construction and Risk Management book including all benefits.
The book contains many new results related to portfolio optimization with parameter uncertaint...
substack.com
October 31, 2024 at 12:47 PM
Check out this Substack Note about the last chance to get access to the Portfolio Construction and Risk Management book including all benefits:
substack.com/@antonvorobe...
#quant #quantsky #quantfinance #finance #markets #riskmanagement #python #portfolioconstruction #investment #investing
substack.com/@antonvorobe...
#quant #quantsky #quantfinance #finance #markets #riskmanagement #python #portfolioconstruction #investment #investing
Battle Lines Redrawn
Six fell. One held.
Read the report: www.aussieturtles.com/battle-of-th...
#TrendFollowing, #SystematicInvesting, #ManagedFutures, #QuantFinance
Six fell. One held.
Read the report: www.aussieturtles.com/battle-of-th...
#TrendFollowing, #SystematicInvesting, #ManagedFutures, #QuantFinance
June 13, 2025 at 2:52 AM
Battle Lines Redrawn
Six fell. One held.
Read the report: www.aussieturtles.com/battle-of-th...
#TrendFollowing, #SystematicInvesting, #ManagedFutures, #QuantFinance
Six fell. One held.
Read the report: www.aussieturtles.com/battle-of-th...
#TrendFollowing, #SystematicInvesting, #ManagedFutures, #QuantFinance
Check out this Substack Note about derivative portfolio optimization including fully general underlying and risk factor parameter uncertainty:
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #investment #investing #quant #quantsky #derivatives #quantfinance
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #investment #investing #quant #quantsky #derivatives #quantfinance
Anton Vorobets on Substack
Optimizing derivative portfolios with fully general underlying and risk factor parameter uncertainty.
Derivatives are often treated as alien instruments by investment managers. However, once you sepa...
substack.com
November 7, 2024 at 12:50 PM
Check out this Substack Note about derivative portfolio optimization including fully general underlying and risk factor parameter uncertainty:
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #investment #investing #quant #quantsky #derivatives #quantfinance
substack.com/@antonvorobe...
#finance #markets #python #riskmanagement #investment #investing #quant #quantsky #derivatives #quantfinance
#Day7 of #LearningInPublic
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
August 23, 2025 at 9:05 PM
#Day7 of #LearningInPublic
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
🚨 US hedge fund AQR's Cliff Asness, a quant legend, admits AI has taken over parts of his job, calling it "annoyingly better" at some tasks. 🤖💼 #AI #QuantFinance #CliffAsness #HedgeFunds #ArtificialIntelligence #TechInFinance #AIImpact #FutureOfWork
December 4, 2024 at 3:47 PM
🚨 US hedge fund AQR's Cliff Asness, a quant legend, admits AI has taken over parts of his job, calling it "annoyingly better" at some tasks. 🤖💼 #AI #QuantFinance #CliffAsness #HedgeFunds #ArtificialIntelligence #TechInFinance #AIImpact #FutureOfWork
My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
thierrymoudiki.github.io/blog/2025/03...
#Techtonique #QuantFinance #Climate #MachineLearning
thierrymoudiki.github.io/blog/2025/03...
#Techtonique #QuantFinance #Climate #MachineLearning
March 19, 2025 at 10:03 AM
My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
thierrymoudiki.github.io/blog/2025/03...
#Techtonique #QuantFinance #Climate #MachineLearning
thierrymoudiki.github.io/blog/2025/03...
#Techtonique #QuantFinance #Climate #MachineLearning
I see many "I am new on Substack. If you subscribe, I will subscribe back." notes on Substack.
Here is my slightly adjusted version for #quant investing content :-)
substack.com/@antonvorobe...
#finance #markets #investing #investment #quantfinance #riskmanagement #volatility #python
Here is my slightly adjusted version for #quant investing content :-)
substack.com/@antonvorobe...
#finance #markets #investing #investment #quantfinance #riskmanagement #volatility #python
Anton Vorobets on Substack
I am not so new on Substack. If you subscribe, I might not subscribe back.
But if you are looking for practically relevant quantitative investment management content, you might like my Quantamental I...
substack.com
December 13, 2024 at 12:49 PM
I see many "I am new on Substack. If you subscribe, I will subscribe back." notes on Substack.
Here is my slightly adjusted version for #quant investing content :-)
substack.com/@antonvorobe...
#finance #markets #investing #investment #quantfinance #riskmanagement #volatility #python
Here is my slightly adjusted version for #quant investing content :-)
substack.com/@antonvorobe...
#finance #markets #investing #investment #quantfinance #riskmanagement #volatility #python
⚔️ The Battle Continues...
March 2025 delivered more pain for trend followers. Six of seven major indexes fell—only one stood tall.
www.aussieturtles.com/battle-of-th...
#TrendFollowing #CTAs #SystematicTrading #QuantFinance #ManagedFutures #AussieTurtles
March 2025 delivered more pain for trend followers. Six of seven major indexes fell—only one stood tall.
www.aussieturtles.com/battle-of-th...
#TrendFollowing #CTAs #SystematicTrading #QuantFinance #ManagedFutures #AussieTurtles
April 15, 2025 at 7:33 AM
⚔️ The Battle Continues...
March 2025 delivered more pain for trend followers. Six of seven major indexes fell—only one stood tall.
www.aussieturtles.com/battle-of-th...
#TrendFollowing #CTAs #SystematicTrading #QuantFinance #ManagedFutures #AussieTurtles
March 2025 delivered more pain for trend followers. Six of seven major indexes fell—only one stood tall.
www.aussieturtles.com/battle-of-th...
#TrendFollowing #CTAs #SystematicTrading #QuantFinance #ManagedFutures #AussieTurtles
Have you ever heard about Basic LP Computable Risk Measures?
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
#finance #quantfinance
bit.ly/4ahARs9
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
#finance #quantfinance
bit.ly/4ahARs9
Navigating Uncertainty - Portfolio Optimization with Basic LP Computable Risk Measures – Toni Esteves
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
bit.ly
August 22, 2024 at 2:08 AM
Have you ever heard about Basic LP Computable Risk Measures?
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
#finance #quantfinance
bit.ly/4ahARs9
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
#finance #quantfinance
bit.ly/4ahARs9
See this Substack Note about whether return distributions become closer to a normal distribution as the investment horizon increases:
substack.com/profile/1707...
#finance #markets #python #riskmanagement #quant #quantsky #investment #investing #quantfinance
substack.com/profile/1707...
#finance #markets #python #riskmanagement #quant #quantsky #investment #investing #quantfinance
Anton Vorobets on Substack
Do return distributions become closer to a normal distribution on longer horizons?
I sometimes hear people say this, but I have no idea where it comes from, and it is quite easy to refute by looking ...
substack.com
November 14, 2024 at 12:52 PM
See this Substack Note about whether return distributions become closer to a normal distribution as the investment horizon increases:
substack.com/profile/1707...
#finance #markets #python #riskmanagement #quant #quantsky #investment #investing #quantfinance
substack.com/profile/1707...
#finance #markets #python #riskmanagement #quant #quantsky #investment #investing #quantfinance
Day 2 🚀 #LearningInPublic
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
August 18, 2025 at 10:35 PM
Day 2 🚀 #LearningInPublic
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
Check out the current version of my quant finance starter pack:
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
December 6, 2024 at 7:25 PM
Check out the current version of my quant finance starter pack:
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
Increase Alpha's system converts daily data from 800+ US equities into signals, delivering a Sharpe ratio above 2.5, max drawdown near 3% and almost zero correlation with the S&P 500. https://getnews.me/ai-driven-trading-framework-shows-strong-returns/ #increasealpha #sharperatio #quantfinance
September 25, 2025 at 8:55 AM
Increase Alpha's system converts daily data from 800+ US equities into signals, delivering a Sharpe ratio above 2.5, max drawdown near 3% and almost zero correlation with the S&P 500. https://getnews.me/ai-driven-trading-framework-shows-strong-returns/ #increasealpha #sharperatio #quantfinance
Check out this Substack Note about how you can get started sharing quant finance content on Bluesky:
substack.com/@antonvorobe...
#finance #markets #python #quant #quantsky #quantfinance #investment #riskmanagement #bsky #bluesky
substack.com/@antonvorobe...
#finance #markets #python #quant #quantsky #quantfinance #investment #riskmanagement #bsky #bluesky
Anton Vorobets on Substack
Bluesky is awesome, and it is booming! I have made it easier for the quant community to start using the platform.
Bluesky is what twitter could have been. It is a great platform that gives you a lot ...
substack.com
November 18, 2024 at 12:44 PM
Check out this Substack Note about how you can get started sharing quant finance content on Bluesky:
substack.com/@antonvorobe...
#finance #markets #python #quant #quantsky #quantfinance #investment #riskmanagement #bsky #bluesky
substack.com/@antonvorobe...
#finance #markets #python #quant #quantsky #quantfinance #investment #riskmanagement #bsky #bluesky
#Day4 of my #LearningInPublic journey
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
August 21, 2025 at 4:06 AM
#Day4 of my #LearningInPublic journey
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
If you want to here me talk about energy options, volatility and energy transition, I'll be on a panel at the Quant Insights Conference on 5 November talking about Energy Options, Volatility, and Energy Transition
#cqf #finance#quantfinance #energytransition
www.qiconference.com/annual-quant...
#cqf #finance#quantfinance #energytransition
www.qiconference.com/annual-quant...
October 25, 2024 at 2:05 PM
If you want to here me talk about energy options, volatility and energy transition, I'll be on a panel at the Quant Insights Conference on 5 November talking about Energy Options, Volatility, and Energy Transition
#cqf #finance#quantfinance #energytransition
www.qiconference.com/annual-quant...
#cqf #finance#quantfinance #energytransition
www.qiconference.com/annual-quant...
AI Outperforms Wall Street: Symbolic Modeling Beats Classic Finance Models in Predicting Market Trends 📈🤖💡 www.azoai.com/news/2025032... #ArtificialIntelligence #FinanceInnovation #AssetPricing #MachineLearning #SymbolicModeling #DeepLearning #QuantFinance #AIinFinance #MarketPrediction
AI Outperforms Wall Street: Symbolic Modeling Beats Classic Finance Models in Predicting Market Trends
Texas A&M researchers have created a new AI-driven method called Symbolic Modeling that outperforms traditional asset pricing models by uncovering hidden market dynamics. The model improves prediction...
www.azoai.com
March 21, 2025 at 4:47 AM
AI Outperforms Wall Street: Symbolic Modeling Beats Classic Finance Models in Predicting Market Trends 📈🤖💡 www.azoai.com/news/2025032... #ArtificialIntelligence #FinanceInnovation #AssetPricing #MachineLearning #SymbolicModeling #DeepLearning #QuantFinance #AIinFinance #MarketPrediction
Check out this video comparing mean-CVaR and mean-variance optimization.
It presents some important points that explain how mean-variance is a simple subset of mean-CVaR when return distributions are elliptical.
antonvorobets.substack.com/p/3-mean-cva...
#finance #markets #quant #quantfinance
It presents some important points that explain how mean-variance is a simple subset of mean-CVaR when return distributions are elliptical.
antonvorobets.substack.com/p/3-mean-cva...
#finance #markets #quant #quantfinance
3. Mean-CVaR and Mean-Variance
The fifth video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech
antonvorobets.substack.com
November 23, 2024 at 1:42 PM
Check out this video comparing mean-CVaR and mean-variance optimization.
It presents some important points that explain how mean-variance is a simple subset of mean-CVaR when return distributions are elliptical.
antonvorobets.substack.com/p/3-mean-cva...
#finance #markets #quant #quantfinance
It presents some important points that explain how mean-variance is a simple subset of mean-CVaR when return distributions are elliptical.
antonvorobets.substack.com/p/3-mean-cva...
#finance #markets #quant #quantfinance
All the core parts of the Portfolio Construction and Risk Management book are now finished.
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Portfolio Construction and Risk Management Foundation
This post explains how the foundational parts of the Portfolio Construction and Risk Management book are now finished: https://igg.me/at/pcrm-book
antonvorobets.substack.com
December 12, 2024 at 12:46 PM
All the core parts of the Portfolio Construction and Risk Management book are now finished.
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Interesting paper on Implied Volatility drive.google.com/file/d/1Rjyp...
I'll implement it in Python in the quantflow github.com/quantmind/qu... library #quantfinance
I'll implement it in Python in the quantflow github.com/quantmind/qu... library #quantfinance
Deep Implied Volatility Factor Models.pdf
drive.google.com
June 15, 2025 at 8:34 PM
Interesting paper on Implied Volatility drive.google.com/file/d/1Rjyp...
I'll implement it in Python in the quantflow github.com/quantmind/qu... library #quantfinance
I'll implement it in Python in the quantflow github.com/quantmind/qu... library #quantfinance