Anton Vorobets (@antonvorobets) Important nuances of good risk budgeting and portfolio construction. The equation below decomposes a portfolio’s risk into long-term, short-term and diversification risks. This is a typical perspect...

Important nuances of good risk budgeting and portfolio construction.

substack.com/@antonvorobe...

#quant #quantsky #finance #markets #python #riskmanagement #portfolioconstruction #investment #investing #data

Retail Investor Behavior: The Post-ETF Shift The Game Has Changed: Unpacking the New World of Retail Investor Behavior Remember what investing used to look like? For most people, it was a foggy, inaccessible world. You'd call…

Retail Investor Behavior: The Post-ETF Shift #passiveinvestingvsactive #cryptoETFs #stockmarketaccessibility #lowcostinvesting #portfolioconstruction #Financialliteracy #ETFInvesting #investmentdiversification #DIYportfoliomanagement #thematicETFs

Trend Following Performance Report – November 2025: Persistence Without Breadth – Traders Outpost November was not about broad participation. It was about staying positioned. Trend-following performance continued to recover, but opportunity narrowed beneath the surface. Programs already aligned…

Trend Following Performance Report – November 2025

Read the full report here: atstradingsolutions.com/trend-follow...

#TrendFollowing #ManagedFutures #SystematicInvesting #CTA #RiskManagement #PortfolioConstruction

🔬 compress multiples after 100–189% 1Y gains.

#AI #Equities #PortfolioConstruction #RiskManagement

#AI #Equities #PortfolioConstruction #RiskManagement

How are you thinking about diversification in a world where liquidity is no longer abundant?

Good luck in the markets!
Dave
[7/7]
#PortfolioConstruction #LiquidityRisk #MacroStrategy #AssetAllocation #RiskManagement #Volatility #USDollar #Markets #Investing

📊 #PortfolioConstruction #Markets

#Gold #XAUUSD #XAU #GLD #BTC #Bitcoin #Silver #Commodities #Macro #M2 #SPX #Equities #RiskManagement #PortfolioConstruction #Markets (10/10)

Portfolio Construction and Risk Management Update This article gives an update on the Portfolio Construction and Risk Management book crowdfunding: https://igg.me/at/pcrm-book

Check out this update on the Portfolio Construction and Risk Management book.

It contains all the information you need to get up to speed.

open.substack.com/pub/antonvor...

#finance #markets #quant #portfolioconstruction #riskmanagement #quantfinance #cvar #quantsky #investment #investing

Tactical Asset Allocation Performance Lower Bound This article presents an asset allocation case study that assesses the common question of whether to have a tactical asset allocation (TAA) process or not.

Should you do tactical asset allocation or not?

This article answers the question through an empirical case study: open.substack.com/pub/antonvor...

#finance #markets #quant #riskmanagement #investment #portfolioconstruction #quantsky #quantfinance #python #portfoliooptimization #cvar

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...

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

Anton Vorobets on Substack Chapter 2 about stylized investment markets facts is complete. This chapter presents several perspectives on risk and return trade-off, risk clustering, volatility risk premium, skewness, kurtosis, a...

Check out this Substack Note about Chapter 2 on stylized market facts from the Portfolio Construction and Risk Management book:

substack.com/@antonvorobe...

#finance #markets #python #quant #quantsky #riskmanagement #portfolioconstruction #investing #investment