Link your notebook code, Markdown notes, LaTeX, and PDFs — all in sync, instantly accessible.
#AI #QuantFinance #MachineLearning #DataScience #Jupyter #LaTeX #FinTech #Python #Notebooks #ResearchTools
#AI #QuantFinance #MachineLearning #DataScience #Jupyter #LaTeX #FinTech #Python #Notebooks #ResearchTools
June 6, 2025 at 11:22 AM
Link your notebook code, Markdown notes, LaTeX, and PDFs — all in sync, instantly accessible.
#AI #QuantFinance #MachineLearning #DataScience #Jupyter #LaTeX #FinTech #Python #Notebooks #ResearchTools
#AI #QuantFinance #MachineLearning #DataScience #Jupyter #LaTeX #FinTech #Python #Notebooks #ResearchTools
Day 2 🚀 #LearningInPublic
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
August 18, 2025 at 10:35 PM
Day 2 🚀 #LearningInPublic
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
✔️ OOP basics: classes, objects, encapsulation, inheritance, polymorphism, abstraction, this
✔️ Debugged code to deepen understanding
✔️ Project: placing random agents → halfway, wrapping tomorrow 👾
#Cplusplus #QuantFinance #GameDev
FYI, the Rini analysis produced an interval of 1.3 to 1.8 for XRP.
Threshold is 1,41 USD.
#Data
#QuantFinance
#FinTech
Threshold is 1,41 USD.
#Data
#QuantFinance
#FinTech
Ferrari, XRP, Amazon and Tesla have already realized.
Novo Nordisk experienced a negative shock from the company predicting low future growth.
It declined more than the Rini prediction, so we stay out because we do not know if the bull signal still holds.
#Data
#QuantFinance
#FinTech
Novo Nordisk experienced a negative shock from the company predicting low future growth.
It declined more than the Rini prediction, so we stay out because we do not know if the bull signal still holds.
#Data
#QuantFinance
#FinTech
September 25, 2026 at 11:15 AM
FYI, the Rini analysis produced an interval of 1.3 to 1.8 for XRP.
Threshold is 1,41 USD.
#Data
#QuantFinance
#FinTech
Threshold is 1,41 USD.
#Data
#QuantFinance
#FinTech
#Day4 of my #LearningInPublic journey
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
August 21, 2025 at 4:06 AM
#Day4 of my #LearningInPublic journey
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
#ProjectProgress: Finished Phase 0 setup (files & grid) and halfway through Task 1 – agent placement
#Challenges: Collisions & inconsistent names/ranges
#Solution: Loops to check positions + constructors for assignment
#QuantFinance #GameDev #OOP #BuildInPublic
September 18, 2026 at 11:36 AM
September 22, 2026 at 6:01 AM
#Day5 of my #LearningInPublic
Solved 2 #DSA LeetCode problems(Add Digits, Reverse String).In my #Cplusplus project agents now spawn randomly & move toward destinations
Learned to delay output using #thread + #chrono for timing.Tomorrow:animations for simulation
#BuildInPublic #QuantFinance #GameDev
Solved 2 #DSA LeetCode problems(Add Digits, Reverse String).In my #Cplusplus project agents now spawn randomly & move toward destinations
Learned to delay output using #thread + #chrono for timing.Tomorrow:animations for simulation
#BuildInPublic #QuantFinance #GameDev
August 21, 2025 at 10:46 PM
#Day5 of my #LearningInPublic
Solved 2 #DSA LeetCode problems(Add Digits, Reverse String).In my #Cplusplus project agents now spawn randomly & move toward destinations
Learned to delay output using #thread + #chrono for timing.Tomorrow:animations for simulation
#BuildInPublic #QuantFinance #GameDev
Solved 2 #DSA LeetCode problems(Add Digits, Reverse String).In my #Cplusplus project agents now spawn randomly & move toward destinations
Learned to delay output using #thread + #chrono for timing.Tomorrow:animations for simulation
#BuildInPublic #QuantFinance #GameDev
Day 3 🚀 #LearningInPublic
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
August 19, 2025 at 8:33 PM
Day 3 🚀 #LearningInPublic
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
✔️ Learned constructors & destructors in C++
✔️ Project: spawn random # of agents across a grid 👾
✔️ Agents now support names (≤72 chars) + custom ranges
Loving how OOP ideas map directly into simulation design.
#Cplusplus #QuantFinance #GameDev
Do the quants possess a crystal ball?
Recent research indicates that combining sentiment analysis of Twitter images with text analysis can more accurately predict stock performance on FOMC days than text alone.
quantpedia.com/can-twitter-...
#quant #finance #markets #quantfinance
Recent research indicates that combining sentiment analysis of Twitter images with text analysis can more accurately predict stock performance on FOMC days than text alone.
quantpedia.com/can-twitter-...
#quant #finance #markets #quantfinance
November 22, 2024 at 10:54 AM
Do the quants possess a crystal ball?
Recent research indicates that combining sentiment analysis of Twitter images with text analysis can more accurately predict stock performance on FOMC days than text alone.
quantpedia.com/can-twitter-...
#quant #finance #markets #quantfinance
Recent research indicates that combining sentiment analysis of Twitter images with text analysis can more accurately predict stock performance on FOMC days than text alone.
quantpedia.com/can-twitter-...
#quant #finance #markets #quantfinance
#Day7 of #LearningInPublic
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
August 23, 2025 at 9:05 PM
#Day7 of #LearningInPublic
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
Solved 2 #DSA problems: 231 Power of 2 & 1009 Complement of Base 10 Integer
Finished Week1 task of #Cplusplus simulation Agents spawn randomly, move toward destinations, support naming/ranges, and run with #thread + #chrono delays.
#BuildInPublic #QuantFinance #Simulation
Check out the current version of my quant finance starter pack:
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
December 6, 2024 at 7:25 PM
Check out the current version of my quant finance starter pack:
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
go.bsky.app/Q3sjrgW
If you are active with good quant finance content, I will be happy to add you. Especially if you return the favor :-)
#finance #markets #quant #quantfinance #quantsky #investing
📊 PMDI Signal — Aug 14
Prediction Market Monitor — August 14, 2026
Confidence: 20%
Full analysis: https://pmdi.io/insights/114
#PredictionMarkets #QuantFinance #AlgoTrading
Prediction Market Monitor — August 14, 2026
Confidence: 20%
Full analysis: https://pmdi.io/insights/114
#PredictionMarkets #QuantFinance #AlgoTrading
August 14, 2026 at 8:00 AM
📊 PMDI Signal — Aug 14
Prediction Market Monitor — August 14, 2026
Confidence: 20%
Full analysis: https://pmdi.io/insights/114
#PredictionMarkets #QuantFinance #AlgoTrading
Prediction Market Monitor — August 14, 2026
Confidence: 20%
Full analysis: https://pmdi.io/insights/114
#PredictionMarkets #QuantFinance #AlgoTrading
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
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
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
open.substack.com
November 26, 2024 at 12:55 PM
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
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
Happy to see more quant finance people on Bluesky!
If you want your content to reach more people, use the Quant Finance feed hashtags: bsky.app/profile/did:...
Give the feed a like and add it to your feeds if you want to see others' quant content.
#quant #quantfinance #quantsky #finance #markets
If you want your content to reach more people, use the Quant Finance feed hashtags: bsky.app/profile/did:...
Give the feed a like and add it to your feeds if you want to see others' quant content.
#quant #quantfinance #quantsky #finance #markets
November 19, 2024 at 1:20 PM
Happy to see more quant finance people on Bluesky!
If you want your content to reach more people, use the Quant Finance feed hashtags: bsky.app/profile/did:...
Give the feed a like and add it to your feeds if you want to see others' quant content.
#quant #quantfinance #quantsky #finance #markets
If you want your content to reach more people, use the Quant Finance feed hashtags: bsky.app/profile/did:...
Give the feed a like and add it to your feeds if you want to see others' quant content.
#quant #quantfinance #quantsky #finance #markets
#Day6 of my #LearningInPublic 🚀
Today was a slower one. I worked on debugging and solving a #DSA problem. Progress wasn’t huge, but consistency matters more than speed.
Some days are about patience—you just do what you gotta do and keep showing up.
#Cplusplus #BuildInPublic #QuantFinance #Gam
Today was a slower one. I worked on debugging and solving a #DSA problem. Progress wasn’t huge, but consistency matters more than speed.
Some days are about patience—you just do what you gotta do and keep showing up.
#Cplusplus #BuildInPublic #QuantFinance #Gam
August 22, 2025 at 11:56 PM
#Day6 of my #LearningInPublic 🚀
Today was a slower one. I worked on debugging and solving a #DSA problem. Progress wasn’t huge, but consistency matters more than speed.
Some days are about patience—you just do what you gotta do and keep showing up.
#Cplusplus #BuildInPublic #QuantFinance #Gam
Today was a slower one. I worked on debugging and solving a #DSA problem. Progress wasn’t huge, but consistency matters more than speed.
Some days are about patience—you just do what you gotta do and keep showing up.
#Cplusplus #BuildInPublic #QuantFinance #Gam
The negative shock continues with rising oil prices and US yields.
The strategy today is to trade the Rini intervals.
Daily bull signal for Nasdaq but it simply depends on the shock (bull signal means the asset price's dominant move is upward even if it is red).
#EconSky
#Data
#QuantFinance
The strategy today is to trade the Rini intervals.
Daily bull signal for Nasdaq but it simply depends on the shock (bull signal means the asset price's dominant move is upward even if it is red).
#EconSky
#Data
#QuantFinance
Unfortunately, there is a problem again with rising oil prices and the US 10Y yield.
Every asset class is down.
The Rini baseline scenario predicted a decline up to -.52% and then closing above 0.
But the index has departed from the baseline. Nowhere near the Rini absolute, though.
Every asset class is down.
The Rini baseline scenario predicted a decline up to -.52% and then closing above 0.
But the index has departed from the baseline. Nowhere near the Rini absolute, though.
September 24, 2026 at 8:38 AM
The negative shock continues with rising oil prices and US yields.
The strategy today is to trade the Rini intervals.
Daily bull signal for Nasdaq but it simply depends on the shock (bull signal means the asset price's dominant move is upward even if it is red).
#EconSky
#Data
#QuantFinance
The strategy today is to trade the Rini intervals.
Daily bull signal for Nasdaq but it simply depends on the shock (bull signal means the asset price's dominant move is upward even if it is red).
#EconSky
#Data
#QuantFinance
Check out this post about naive backtesting of CVaR and variance optimization.
It includes Section 2.6 from the Portfolio Construction and Risk Management book.
antonvorobets.substack.com/p/naive-back...
#finance #markets #quant #quantfinance #investing #quantsky #python #cvar
It includes Section 2.6 from the Portfolio Construction and Risk Management book.
antonvorobets.substack.com/p/naive-back...
#finance #markets #quant #quantfinance #investing #quantsky #python #cvar
Naive Backtesting
This article presents a traditional expanding window backtest of CVaR and variance optimization.
antonvorobets.substack.com
December 5, 2024 at 12:39 PM
Check out this post about naive backtesting of CVaR and variance optimization.
It includes Section 2.6 from the Portfolio Construction and Risk Management book.
antonvorobets.substack.com/p/naive-back...
#finance #markets #quant #quantfinance #investing #quantsky #python #cvar
It includes Section 2.6 from the Portfolio Construction and Risk Management book.
antonvorobets.substack.com/p/naive-back...
#finance #markets #quant #quantfinance #investing #quantsky #python #cvar
Most quant models are correlational - they tell you what moved together in the past.
But robust investing needs more than correlation. It needs causal structure + functional form.
Our latest blog explores how the two work together.
👉 Read more: dub.link/Xe9cHWg
#CausalInference #QuantFinance
But robust investing needs more than correlation. It needs causal structure + functional form.
Our latest blog explores how the two work together.
👉 Read more: dub.link/Xe9cHWg
#CausalInference #QuantFinance
dub.link
March 5, 2026 at 3:17 PM
Most quant models are correlational - they tell you what moved together in the past.
But robust investing needs more than correlation. It needs causal structure + functional form.
Our latest blog explores how the two work together.
👉 Read more: dub.link/Xe9cHWg
#CausalInference #QuantFinance
But robust investing needs more than correlation. It needs causal structure + functional form.
Our latest blog explores how the two work together.
👉 Read more: dub.link/Xe9cHWg
#CausalInference #QuantFinance
Good morning #quantfinance folks. I hope you all had a wonderful Thanksgiving. Now back to options...
December 4, 2024 at 12:46 PM
Good morning #quantfinance folks. I hope you all had a wonderful Thanksgiving. Now back to options...
All the core parts of the Portfolio Construction and Risk Management book are now finished.
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Portfolio Construction and Risk Management Foundation
This post explains how the foundational parts of the Portfolio Construction and Risk Management book are now finished: https://igg.me/at/pcrm-book
antonvorobets.substack.com
December 12, 2024 at 12:46 PM
All the core parts of the Portfolio Construction and Risk Management book are now finished.
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
Read more about it here:
antonvorobets.substack.com/p/portfolio-...
#finance #markets #quant #finsky #riskmanagement #quantfinance #investing #investment #volatility #options
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
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
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
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
#Day8 of my #LearningInPublic 🚀
Week 1 complete! 🎉 Learned #Cplusplus OOP: classes, constructors, destructors, inheritance, polymorphism, abstraction.
#Simulation: agents spawn randomly, move to destinations, configurable names/ranges, delays with #thread + #chrono.
#BuildInPublic #QuantFinance
Week 1 complete! 🎉 Learned #Cplusplus OOP: classes, constructors, destructors, inheritance, polymorphism, abstraction.
#Simulation: agents spawn randomly, move to destinations, configurable names/ranges, delays with #thread + #chrono.
#BuildInPublic #QuantFinance
August 24, 2025 at 7:22 PM
#Day8 of my #LearningInPublic 🚀
Week 1 complete! 🎉 Learned #Cplusplus OOP: classes, constructors, destructors, inheritance, polymorphism, abstraction.
#Simulation: agents spawn randomly, move to destinations, configurable names/ranges, delays with #thread + #chrono.
#BuildInPublic #QuantFinance
Week 1 complete! 🎉 Learned #Cplusplus OOP: classes, constructors, destructors, inheritance, polymorphism, abstraction.
#Simulation: agents spawn randomly, move to destinations, configurable names/ranges, delays with #thread + #chrono.
#BuildInPublic #QuantFinance
Check out this Substack Note about models that are "wrong by construction" and models that are "probably approximately correct":
substack.com/profile/1707...
#finance #markets #quant #quantsky #finsky #investing #quantfinance #volatility #vix
substack.com/profile/1707...
#finance #markets #quant #quantsky #finsky #investing #quantfinance #volatility #vix
Anton Vorobets on Substack
Some models are wrong by construction, others are wrong but probably approximately correct.
I recently had an encounter where the usual “all models are wrong” argument eventually came up.
While this...
substack.com
December 10, 2024 at 12:46 PM
Check out this Substack Note about models that are "wrong by construction" and models that are "probably approximately correct":
substack.com/profile/1707...
#finance #markets #quant #quantsky #finsky #investing #quantfinance #volatility #vix
substack.com/profile/1707...
#finance #markets #quant #quantsky #finsky #investing #quantfinance #volatility #vix
Does Renaissance Technologies (RenTech) really use mean-variance for portfolio construction?
See this video Substack Note with some insights from Jim Simons and my comments:
substack.com/profile/1707...
#finance #markets #quant #quantfinance #finsky #quantsky #investing #investment #python
See this video Substack Note with some insights from Jim Simons and my comments:
substack.com/profile/1707...
#finance #markets #quant #quantfinance #finsky #quantsky #investing #investment #python
Anton Vorobets on Substack
Does Renaissance Technologies (RenTech) use mean-variance for portfolio construction?
In this video, Jim Simons emphasizes the importance of portfolio construction and talks about minimizing volatili...
substack.com
November 28, 2024 at 2:01 PM
Does Renaissance Technologies (RenTech) really use mean-variance for portfolio construction?
See this video Substack Note with some insights from Jim Simons and my comments:
substack.com/profile/1707...
#finance #markets #quant #quantfinance #finsky #quantsky #investing #investment #python
See this video Substack Note with some insights from Jim Simons and my comments:
substack.com/profile/1707...
#finance #markets #quant #quantfinance #finsky #quantsky #investing #investment #python