Anton Vorobets (@antonvorobets) An interesting discrepancy between how derivatives are handled in practice and the feedback for this article. When people study the derivatives framework below, they often tell me that it’s obvious, ...

An interesting discrepancy between how derivatives are handled in practice and the feedback for this article.

substack.com/profile/1707...

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Sequential Entropy Pooling installation | Anton Vorobets Clarifying misconceptions about the Python Entropy Pooling implementation. I recently read an article that uses the Entropy Pooling implementation from the fortitudo-tech Python package. That’s grea...

Clarifying misconceptions about the Python Entropy Pooling implementation:

www.linkedin.com/posts/antonv...

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Portfolio Construction and Risk Management book | Fortitudo Technologies Updated Portfolio Construction and Risk Management book. We have recently updated the PDF based on reader feedback. It truly makes the book better and clearer. Thank you! The book presents a cohesiv...

Check out this update of the Portfolio Construction and Risk Management book:

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

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5. Sequential Entropy Pooling Theory and Examples This video post carefully goes through the Sequential Entropy Pooling theory and presents many sophisticated Python case studies.

This video presents advanced views and stress-testing for fully general multi-asset distributions.

These are the most advanced examples that I have shared publicly: antonvorobets.substack.com/p/5-sequenti...

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Anton Vorobets on Substack Highlighting the most impactful chapters in the Portfolio Construction and Risk Management book. While I hope you read everything, Chapters 5 and 6 contain most of the new results and perspectives. ...

The most impactful chapters in the Portfolio Construction and Risk Management book:

substack.com/@antonvorobe...

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La suerte de la econometria, cálculo de futuros, valoraciones de subyacentes y derivados está echada. Ya está vigente en la mayoría de las publicaciones de #quantumeconomics la notación en computación cuántica

#quant #quantsky #finance #markets #investing #risk #entropypooling #entropy

Sequential Entropy Pooling A high-level presentation of Sequential Entropy Pooling (SeqEP), which is a powerful method for views and stress-testing of fully general return distributions.

A high-level presentation of Sequential Entropy Pooling, which is a very powerful method for views and stress-testing of fully general investment distributions:

antonvorobets.substack.com/p/sequential...

#quant #quantsky #finance #markets #investing #risk #entropypooling #python #entropy

Anton Vorobets on Substack Why I call it the next generation investment framework. The short answer is that I think it is the future mainstream investment approach that will replace the old variance-based methods. For anyone ...

Why I call it the next generation investment framework:

substack.com/profile/1707...

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If you are unfamiliar with the framework that I prefer instead of mean-variance and Black-Litterman, check out this video: youtu.be/4ESigySdGf8?...

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2. Entropy Pooling The third video that goes through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech

Check out this Substack video post about the Entropy Pooling method for fully general views and stress-testing:

antonvorobets.substack.com/p/2-entropy-...

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Anton Vorobets on Substack This video goes through the first example of the fortitudo-tech Python package with a basic usage of CVaR portfolio optimization in combination with Entropy Pooling views/stress-testing.

Check out this Substack Note about the first example of the fortitudo-tech Python package. It goes through basic CVaR optimization and Entropy Pooling:

substack.com/@antonvorobe...

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0. Framework, Documentation, and Repository Overview The first video going through the fortitudo-tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech

Check out this video introducing the fortitudo-tech Python package for fully general views and stress-testing using Entropy Pooling combined with CVaR optimization.

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

#finance #markets #python #quantsky #quant #entropypooling #riskmanagement #portfoliooptimization