Applied quantamental investment management using the Fully General Investment Framework (FGIF) from the Portfolio Construction and Risk Management book.
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 120 | Founded | 2 years ago | Last Issue | 5 days ago |
| Active | |||||
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Future Technologies and Case Studies
Overview of the Conditional Maximum Loss (CML) formula in the Fully General Investment Framework (FGIF).
There are two fundamental issues with old investment technology:
- It is dangerously oversimplifying with mean-variance analysis....
Investment Data Imputation with Variational Autoencoders
This article illustrates how we can perform missing investment data imputation using variational autoencoders (VAEs).
A situation where you are missing some investment data can occur for several reasons. For example, you might trade in glo...
Entropy Pooling Fundamentals
Overview of the full and practical relative entropy minimization problem.
I recently had a surreal experience with Entropy Pooling (EP) where someone made a long series of fundamentally wrong claims.
I continued the dialog with this perso...
False Entropy Pooling Claims
Entropy Pooling is an incredibly powerful method for implementing market views and performing stress tests for fully general Monte Carlo investment simulations.
The method becomes especially powerful when it is applied in a sequential way,...
Derivatives Portfolio Optimization Parameter Uncertainty Article
Figure 1 from the Derivatives Portfolio Optimization and Parameter Uncertainty article illustrating a CVaR efficient frontier.
As explained in the Portfolio Management Framework for Derivative Instruments article, elegant handling of deriv...
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Subscribers, engagement, traffic and sponsorship for Quantamental Investing.
| Subscribers | Engagement | 72 | Monthly Web Visits | ||
|---|---|---|---|---|---|
| Accepts Sponsors | Estimated Cost per Ad | ||||
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Authors
The writers behind this newsletter.
I am Founder & CEO of Fortitudo Technologies; an investment technology company offering novel software solutions to the investment management industry. I share content about cutting-edge risk and analysis methods for sophisticated investors.
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