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antonvorobets.com
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
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.
open.substack.com
November 20, 2024 at 12:56 PM
antonvorobets.com
Understanding the foundations of resampled portfolio optimization.

References to supporting material including Python code and a video walkthrough can be found below.

#quant #quantsky #finance #markets #python #portfoliooptimization #portfolio #optimization #investment
Portfolio Optimization and Parameter Uncertainty Article
This post contains the latest version of the Portfolio Optimization and Parameter Uncertainty article by Laura Kristensen and Anton Vorobets.
open.substack.com
April 28, 2026 at 1:18 PM
invrsgamesmaster.bsky.social
Drop your guess below 👇 and let’s see who’s got their quant hat on today.
#FinTriviaFriday #FinanceTrivia #QuantitativeFinance #PortfolioOptimization #CAGR #Diversification #ETFs #FinanceCommunity #investing
September 19, 2025 at 4:57 PM
antonvorobets.com
Check out this Substack Note that includes some words of wisdom from the great Jim Simons and how they relate to portfolio construction and risk management.

substack.com/@antonvorobe...

#finance #markets #quant #quantsky #investing #investment #quantfinance #riskmanagement #portfoliooptimization
Anton Vorobets on Substack
Imagine you have knowledge of an investment signal with positive excess return, commonly referred to as alpha. Now imagine that the entire world suddenly gained knowledge of this signal and was able ...
substack.com
October 22, 2024 at 12:04 PM
antonvorobets.com
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
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
open.substack.com
October 25, 2024 at 12:15 PM
profphansen.bsky.social
We apply the model to daily returns for nine stocks spanning three sectors.

The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)

#PortfolioOptimization
June 2, 2025 at 4:09 PM
informaq.bsky.social
Ally successfully replicated S&P 500 and Nasdaq 100 index returns using quantum annealing with D-Wave's Hybrid Solver, requiring only a fraction of constituent assets—reducing portfolio management overhead and fees.

#QuantumAnnealing #PortfolioOptimization #News
Ally Uses Quantum Annealing to Optimize Portfolio Replication for Major Financial Indices
iq.fp2.dev
August 15, 2026 at 1:59 PM
gurobioptimization.bsky.social
Check out our latest blog to learn how our Gurobi Finance technical documentation makes it easier than ever for financial services professionals to leverage the power of MIP: www.gurobi.com/resources/ho...

#FinancialServices #Optimization #PortfolioOptimization #FinServ #GurobiFinance
How MIP Solving Can Transform Portfolio Optimization - Gurobi Optimization
Discover how MIP technology empowers investors to process large datasets, detect patterns, and make better decisions that align with their long-term financial goals.
www.gurobi.com
December 20, 2024 at 6:23 PM
beatingthetide.com
The art of investing includes knowing when to hold, when to trim, and when to add. It's about ongoing calibration, not just initial selection. $SPY #InvestmentArt #PortfolioOptimization #StrategicInvesting

https://www.beatingthetide.com/p/80-20-rule-investing-celestica-cls-argan-agx
Post image
August 17, 2026 at 4:32 PM
informaq.bsky.social
Researchers demonstrate quantum annealing builds investment portfolios with 4x fewer Nasdaq stocks and 10x fewer S&P 500 stocks while matching traditional returns, advancing practical quantum solutions for finance.

#QuantumAnnealing #PortfolioOptimization #FinTech
Quantum Annealing Optimizes Investment Portfolios with Reduced Asset Cardinality
multiversecomputing.com
August 17, 2026 at 10:37 AM
informaq.bsky.social
Multiverse Computing, Protiviti, and Ally Financial demonstrate quantum annealing can replicate financial index returns using 4-10x fewer stocks, with enhanced portfolios showing 2x better risk profiles than traditional approaches.

#QuantumAnnealing #PortfolioOptimization #News
Quantum Annealing Optimizes Investment Portfolios with Reduced Stock Concentration
multiversecomputing.com
August 17, 2026 at 10:09 AM
informaq.bsky.social
Multiverse releases Singularity v1.2 featuring Hybrid Solver combining classical and quantum computing for portfolio optimization. Optimizes large portfolios efficiently, delivering competitive results faster than traditional industry methods.

#QuantumComputing #PortfolioOptimization #News
Multiverse Computing Launches Singularity Portfolio Optimization v1.2 with Hybrid Quantum-Classical Solver
multiversecomputing.com
August 17, 2026 at 11:00 AM
informaq.bsky.social
Multiverse Computing launches SingularityTM, a quantum-inspired SaaS platform for portfolio optimization. The platform leverages quantum algorithms to deliver financial optimization value for investment management applications.

#QuantumFinance #PortfolioOptimization #News
SingularityTM Quantum-Inspired Portfolio Optimization SaaS Platform Demo
multiversecomputing.com
August 17, 2026 at 9:28 AM
informaq.bsky.social
Researchers at Multiverse Computing, Protiviti, and Ally Financial demonstrated that quantum annealers can optimize investment portfolios to match traditional returns while holding significantly fewer stocks, reducing trading costs and complexity.

#QuantumFinance #PortfolioOptimization #News
Quantum-Optimized Portfolios Match Classical Returns with Fewer Stocks
multiversecomputing.com
August 17, 2026 at 10:25 AM
informaq.bsky.social
Ally's hybrid classical-quantum algorithm optimizes portfolios using far fewer stocks while matching or exceeding risk performance. Nasdaq 100 reduced to 1/4 size, S&P 500 to 1/10, with up to 2x performance gains compared to traditional approaches.

#QuantumComputing #PortfolioOptimization #News
Ally Financial Develops Quantum Algorithm for Portfolio Optimization
multiversecomputing.com
August 17, 2026 at 10:12 AM
informaq.bsky.social
Multiverse Computing leveraged D-Wave's hybrid quantum solver to create an algorithmic approach for rapidly generating investment portfolios optimized against multiple constraints, advancing practical quantum applications in finance.

#QuantumAnnealing #PortfolioOptimization #News
Multiverse Computing Develops Quantum Portfolio Optimization Algorithm with D-Wave
multiversecomputing.com
August 15, 2026 at 5:17 AM
informaq.bsky.social
BBVA and Multiverse demonstrated quantum computing's potential for portfolio optimization through benchmarking, introducing new formulas designed to enhance investment performance while reducing risk using real market data.

#QuantumComputing #PortfolioOptimization #News
BBVA and Multiverse Benchmark Quantum Computing for Portfolio Optimization
iq.fp2.dev
August 15, 2026 at 3:15 AM
informaq.bsky.social
Comparative study testing quantum and quantum-inspired algorithms for portfolio optimization across classical, D-Wave, and IBM-Q platforms using 8 years of real market data from 52 assets, evaluating Sharpe ratios and computational efficiency.

#QuantumFinance #PortfolioOptimization #News
Quantum and Quantum-Inspired Algorithms for Dynamic Portfolio Optimization: Comparative Hardware Analysis
multiversecomputing.com
August 15, 2026 at 4:58 AM
beatingthetide.com
Portfolio review: freeing up cash by cutting $GAP. Not because it's broken, but because better ideas are waiting. #PortfolioOptimization #Investing

https://www.beatingthetide.com/p/gap-stock-cheap-no-catalyst-redeploy
Post image
August 5, 2026 at 4:20 PM
beatingthetide.com
The art of investing includes knowing when to hold, when to trim, and when to add. It's about ongoing calibration, not just initial selection. #$SPY #InvestmentArt #PortfolioOptimization #StrategicInvesting
July 23, 2026 at 5:27 PM
powinterviewai.bsky.social
"Your portfolio should have a 1:10 ratio of ' achievements to personal projects, as most hiring managers are secretly impressed by your willingness to take calculated risks rather than merely showcasing impressive feats #portfoliooptimization #hireabilityhacks"
July 12, 2026 at 10:53 AM
beefedai.bsky.social
Implementing Risk Parity with Factor Tilts for Institutions

https://beefed.ai/en/risk-parity-factor-investing-institutions

#RiskParity #FactorInvesting #RiskBudgeting #PortfolioOptimization #LeveragedPortfolios
Implementing Risk Parity with Factor Tilts for Institutions
beefed.ai
June 21, 2026 at 3:22 PM
puretech.news
Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering #Technology #Other #PortfolioOptimization #GraphClustering #DataScience

https://hackernoon.com/worst-case-portfolio-optimization-and-hyperbolic-graph-clustering?source=rss
Worst-Case Portfolio Optimization & Hyperbolic Graph Clustering | HackerNoon
Learn about worst-case portfolio optimization under market crash scenarios and LSEnet, a deep graph clustering model utilizing Lorentz hyperbolic space
hackernoon.com
February 22, 2026 at 1:19 AM
josephvscorese.bsky.social
Evaluating your residential real estate portfolio is essential for strategic scaling.

Many investors assume scaling simply means acquiring more property

#RealEstateInvesting
#PortfolioOptimization
#ScalingRealEstate
#RentalPropertyInvesting
#DSCRLoans

www.linkedin.com/pulse/evalua...
Evaluating Your Residential Real Estate Portfolio to Scale Strategically
Most investors think scaling means buying more. In reality, scaling starts with evaluating what you already own.
www.linkedin.com
January 7, 2026 at 3:19 PM