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Anton Vorobets

@antonvorobets.com
270 followers 61 following 384 posts

Substack: antonvorobets.substack.com LinkedIn: linkedin.com/in/antonvorobets SSRN: ssrn.com/author=2738420 GitHub: github.com/fortitudo-tech/fortitudo… YouTube: youtube.com/@fortitudo-tech

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Anton Vorobets @antonvorobets.com · 30/04/2026
Thanks for your question. We perform an analysis of how many samples are needed for convergence in the article's Python case study: github.com/fortitudo-te... As we can see, something like 500 should be plenty sufficient, but we use 1000 as default because we also use it for other purposes.
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Anton Vorobets @antonvorobets.com · 04/03/2026
I look forward to presenting at CQF Institute’s Portfolio Management in Quant Finance conference next week. I will present from 15:10 to 15:45 (GMT) according to the schedule below. Read more and register here: cqfinstitute.org/events/confe... #quant #finance #markets #investment #tailrisk #cml
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Anton Vorobets @antonvorobets.com · 25/11/2025
Clarification of some misconceptions about Monte Carlo for investment markets simulation: substack.com/@antonvorobe... #quant #quantsky #finance #markets #python #investing
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Anton Vorobets @antonvorobets.com · 10/10/2025
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
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Anton Vorobets @antonvorobets.com · 28/05/2025
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
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Anton Vorobets @antonvorobets.com · 12/05/2025
Applied Quantitative Investment Management group update: www.linkedin.com/feed/update/... #quant #quantsky #finance #markets #python #investing
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Anton Vorobets @antonvorobets.com · 31/03/2025
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
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Anton Vorobets @antonvorobets.com · 21/03/2025
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
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Anton Vorobets @antonvorobets.com · 14/03/2025
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
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Anton Vorobets @antonvorobets.com · 27/12/2024
Let us not let the fake news absolutist win. Make a donation to Wikipedia today. #wikipedia #donation
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Anton Vorobets @antonvorobets.com · 08/07/2024
Check out this LinkedIn post on the “fundamental theorem of investment alpha”: www.linkedin.com/feed/update/... #finance #markets #riskmanagement
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Anton Vorobets @antonvorobets.com · 21/06/2024
The Exposure Stacking method has now been added to the fortitudo-tech Python package. For more: www.linkedin.com/feed/update/... #finance #markets #python
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Anton Vorobets @antonvorobets.com · 16/06/2024
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
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Anton Vorobets @antonvorobets.com · 12/06/2024
Check out this post about the core elements of the next generation investment framework. www.linkedin.com/feed/update/... #finance #markets #riskmanagement
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Anton Vorobets @antonvorobets.com · 01/03/2024
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...
Illustration of parameter importance for mean-variance efficient frontier portfolio optimization.
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