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antonvorobets.com
Find my latest scientific quantitative investment research here.

#quant #quantsky #finance #markets #python #science #tailrisk #cvar #cml #montecarlo
Latest Scientific Investment Research
This article explains where you can find the latest scientific investment research that Anton Vorobets is involved in.
antonvorobets.substack.com
September 18, 2026 at 12:50 PM
antonvorobets.com
A video walkthrough of the high-dimensional CVaR portfolio optimization Python code.

#quant #quantsky #finance #markets #python #investing #cvar #risk #tailrisk
13. High-Dimensional CVaR Portfolio Optimization
This video goes through example 13 from the fortitudo.tech Python package, presenting high-dimensional CVaR portfolio optimization.
open.substack.com
December 11, 2025 at 1:47 PM
antonvorobets.com
Why I call it the next generation investment framework:

substack.com/profile/1707...

#quant #quantsky #finance #markets #investing #riskmanagement #tailrisk #investment #derivatives #volatility #investment #optimization #python #entropypooling #cvar
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 ...
substack.com
February 18, 2025 at 12:43 PM
dbcurren.bsky.social
Bloomberg: “We have known Scott for many years,” Jens Nordvig, founder of financial research provider Exante Data, told clients over the weekend. “Scott will work very hard to reduce extreme #tailrisk for #markets, including importantly for the US #bondmarket & the #dollar, and for the #USeconomy.”
November 25, 2024 at 12:52 PM
jonnymulligan.bsky.social
Rain in #Bristol. #Trump in #London. Markets at record highs.
Spitznagel, Marks, and Dalio say: Hold your champagne.
A crash may be coming, bring your #umbrella

Read More
tinyurl.com/Martello-Sto...

#Markets #Finance #TailRisk #HowardMarks #RayDalio #Spitznagel

#share #join #connect
September 23, 2025 at 1:04 PM
ratmortuis.bsky.social
Ian Harrison of Tailrisk Economics, a group beloved of the Taxpayers Union

A company that published a derided report saying Covid 19 would only have killed 157 people if we hadn't locked down

A guy who thinks Maori are 'over privileged' and Michael Laws is right about everything

That Ian Harrison
June 20, 2024 at 8:54 PM
antonvorobets.com
Understanding the Fully General Investment Framework (FGIF):

substack.com/profile/1707...

#quant #quantsky #finance #markets #python #investing #investment #cvar #cml #tailrisk
Anton Vorobets (@antonvorobets)
Understanding the Fully General Investment Framework (FGIF). The name comes from the fact that the market is represented by fully general Monte Carlo simulation paths. These can contain plain-vanill...
substack.com
February 10, 2026 at 1:52 PM
antonvorobets.com
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
March 4, 2026 at 1:50 PM
antonvorobets.com
No matter how much I try to take it seriously, I find most academic finance research tragicomical.

Read more about it here: substack.com/profile/1707...

#quant #quantsky #finance #markets #python #investing #investment #tailrisk #academia
Anton Vorobets (@antonvorobets)
No matter how much I try to take it seriously, I find most academic finance research tragicomical. Assumptions are piled on top of each other with complete disregard for their blatant disagreement wi...
substack.com
May 5, 2026 at 12:50 PM
kapualabs.bsky.social
Tesla's $TSLA risk profile contains dangerous simultaneity: regulatory recalls, litigation, massive capex, and governance concentration could compound. Market underestimates correlated tail risks. https://post.kapualabs.com/mt7wm47t #TailRisk
March 31, 2026 at 1:57 AM
mohossain.bsky.social
Is Wall Street flying blind—high on history, short on memory?

Markets … “short memory” risks misjudging structural shifts, like a potential return to 1960s-style #inflation. #Investors may be clinging to post-2009 narratives that no longer fit today’s reality.

x.com/mohossain/st...
#Tailrisk
July 20, 2025 at 9:06 PM
antonvorobets.com
The purest way of assessing the quality of an investment tool is to ask yourself: “would I use it to manage my own money?”

Read more about it in this Substack Note:

substack.com/profile/1707...

#quant #quantsky #finance #markets #python #investment #investing #data #tailrisk #technology
Anton Vorobets (@antonvorobets)
The purest way of assessing the quality of an investment tool is to ask yourself: “would I use it to manage my own money?” After this obvious, almost trivial, realization, ask yourself if you would m...
substack.com
August 13, 2026 at 12:55 PM
antonvorobets.com
When should we consider a mathematical investment problem to be solved?

I usually do not spend time on talking about methods that are not feasible for practically relevant cases.

Read more about it here: substack.com/profile/1707...

#quant #quantsky #finance #markets #python #tailrisk #cml
Anton Vorobets (@antonvorobets)
When should we consider a mathematical investment problem to be solved? I usually do not spend time on talking about methods that are not feasible for practically relevant cases. If a solution is to...
substack.com
August 18, 2026 at 12:44 PM
nowbreezing.ntw.app

Bluesky's Top 10 Trending Words (past 10min):
💨x1* - epstein 🔓
💨x1* - ukraine 🔓
💨x1* - democracy 🔓
💨x28 - waffles
💨x26 - ogles
💨x21 - palworld
💨x19 - venture
💨x16 - shoplifting
💨x16 - mojtaba
💨x1* - gaza 🔓
*🔓 = Unlocked Emergency Words (see img)

#FreePalestine 🇵🇸

(Something not right? Reply!)
Word Cloud; its top words (sorted by weighted frequency, descending): epstein*, ukraine*, democracy*, waffles, ogles, palworld, venture, shoplifting, mojtaba, gaza*, graber, burgum, kiley, toni, 3/10, schneider, jello, burke, tomahawk, titans, three-year, miku, ceo, capitalist, wordpress, southampton, kilmeade, 2026-03-09, strait, signings, savaş, saints, pickmon, ormuz, minab, jens, jay, interim, hormuz, hasbro, dobbins, commanders, rb, ninjas, mastodon, mariota, kolar, jobe, hunts, humming, harrowing, feminista, fatwa, explosives, contrapoints, cdt, blacksky, biafra, ange, 1﹐724, 09, جنگ, équipe, tues, theorist, tail-risk, swipe, starry, spahn, sonrisa, slows, réactions, rugged, rihanna's, representa, relacionamento, quarter-final, proteção, protege, privado, peças, panamá, niners, nevera, neredeyse, namorada, mocha, marchés, lattes, ivory, investigadores, ignorar, hedges, hausse, haddad, gdc, gallagher, fundamentalist, floats, firehose, espectacular, escalada, enshittification, edmund, crespo, compound, colapso, coffees, catharsis, capitalists, broadcasts, bluesky's, bil, automattic, antisocial, alum, alontae, afar, 3-year, 168, $500﹐000, 非常, 長く, 終わる, 平和, 大きく, 中東, 一瞬, ポケ, アイドル, під, élèves, ángel, zema, width, wfh, werte, webp, warmongers, waldemar, vorrei, veioaimaisum, vassal, userbase, ua, tuesdays, tremaine, traz, traders, topical, toothpaste, toki, tocando, tinkerbell, timothée, terminado, terminada, tekken, teherán, tbs, tankers, tampering, taco, synopsis, surveys, surplus, supervision, subnormal, strumming, stonks, stf, stargate, starbucks, stank, soutenir, somente, slogans, skyrocket, simulate, sentinel, segunda-feira, seguidos, scotland's, schefter, sadist, s'y, réel, rusher, rsvp, romano, retriever, reserves, refineries, refill, re-signing, radioapple, putins, purring, pulsera, prudente Hashtag Cloud; its hashtagged words/phrases (sorted by weighted frequency, descending): iran, israel, envtuber, mcm, bluesky, vsky, tweetchoir, twink, iranwar, war, trumpsgasproblem, adult, xxx, starwars, residentevilrequiem, monochromemonday, doodle, cumshot, bigtits, anthro, anal, tailrisk, pornstar, nintendoswitch, mikuday, dhdl, aiイラスト, vtuberen, vocaloid, virtualphotography, transnsfw, transgender, noticias, moviesky, helluvaboss, hatsunemiku, hardcock, epsteinwar, education, dubai, curvy, classicrock, chubby, california, btc, bi, womenshistorymonth, warhammercommunity, trumpsgasproblem​​​​​​​​​​​​​​​​, trap, transbabe, thicc, tgirllover, tdick, solo, software, smalldick, sale, r34, protest, pr, oil, nv, myaew, medsky, lebanon, infosec, impeach, hungtrans, helpfolkslive2026, guerra, gotmevotedofftheisland, gooning, gdc2026, gdc, foodsky, femme, fdt, draw, doctorwho, ddlg, collage, character, bsky, blueskymonday, belly, behavioralfinance, awareness, altgirl, aewdynamite, 1002, yuri, yugioh, yourvids, ynwa, wxx, wxtwitter, wwm, ww3, workout, wolf, wlw, witchcraft, wife, what's, warhammer40k, wargaming, warcrimes, vvd, vrgaming, vpsupport, voteblue, vinylrecords, usaid, ursula, union, uncutcock, uae, ts, trumpswar, transrightsarehumanrights, transit, transgirl, traitor, tombraider, tnwx, titties, tigers, thetenx5, tgirls, terrorism, telh, supermariogalaxy, supermario, sp500, songwriter, socialmedia, social, smallcock, sfgiants, severewx, sentinel519, sellingcontent, seabunnyap, scritturebrevi, scifiart, sblab26, sassuolo, sanfrancisco, rugbyleague, rockandroll, redhead, redbubble, re9, raiseup, quebec, pussylips, pso2ngs, proudblue, promo, printmaking, praisekink, portugal, pokopia, pokemonpokopia, pnw, pleaseshare, pintosaward, pintoaward, phillywx, pfw, petplay, personnel, patreon, panties, overwatch, operationepsteinfury, ofmodel, ofertas, nyheder, nw, nswf, nrw, nonbinary, nerdlings, mutualaidrequest, musiciansky, mushroommonday, moth, minipainting, minimalmonday, military, miku, midterms, microsoft, metaquest, meloni, masturbation, mastermind, marathon Emoji Cloud; its emojis (sorted by weighted frequency, descending): ⛽, 🕹️, 🏦, 6️⃣, 🫀, 🧦, 🥛, 🤝🏻, 🙋🏻‍♂️, 😙, 💲, 👔, 👇🏽, 🐒, 🐊, 🏟️, 🎻, 🇫🇷, 🇧🇪, 🫶🏼, 🫳, 🫐, 🪲, 🪄, 🧥, 🧢, 🧇, 🧁, 🦾, 🦷, 🦴, 🦏, 🦉, 🥷, 🥱, 🥒, 🥑, 🤦🏻‍♂️, 🤞🏽, 🤚, 🤘🏻, 🛬, 🚒, 🚁, 🙌🏼, 🖥️, 🖖🏽, 🖌️, 🕐, 🔸, 🔭, 🔬, 🔜, 📥, 📀, 💾, 💸, 💵, 💓, 👍🏽, 👋🏻, 🐯, 🐢, 🐓, 🏗️, 🏔️, 🏆, 🎩, 🎒, 🍭, 🍗, 🍌, 🌷, 🌲, 🌮, 🌑, 🌃, 🇺🇲, 🇩🇰, 🇨🇴, 🆚, ➕, ✋, ♻️, ♨️, ♦️, ♠️, ☘️, ↘️, ↕, 9️⃣, 8️⃣, 7️⃣, 4️⃣ Emoji Legend 💨x# | "Increased Trending Rate" for a Word (meaningful value; "💨x8 - burger" will mean "burger" is trending at 8 times its own normal rate for this time of day) 🔓 | "Unlocked" Ongoing Emergency Word (such words are not weighted down by their own previous usage; their *ongoing* increased usage--weeks, months, years--would otherwise move them down the list.) [PREVIOUSLY USED] ⚠️💨# | "Trend Strength Rating" ⚠️🌀💨 | "Trend Strength Rating" (see above) ⚠️🌀 CAT. # | [same; "CAT." = Category, like hurricane] 💬# | 10min Post Count 🆎# | 10min Word Count 🙂# | 10min Emoji Count
March 9, 2026 at 7:50 PM
kapualabs.bsky.social
The Black Swan — Tail Risk Analysis shows Netflix’s moat may be thinner than it looks: subs, ads, content, and debt could trigger a 30‑80% plunge. Deep OTM puts act as catastrophe insurance. Read more: https://post.kapualabs.com/yeawjhcy #NFLX #TailRisk #BlackSwan
August 29, 2026 at 1:03 PM
kapualabs.bsky.social
Eli Lilly is a $1.1T bet on one molecule: tirzepatide drives ~64% of sales. New #BlackSwan analysis maps the correlated tail risks—safety, pricing, patent cliff—and why deep OTM puts are the only real hedge. https://post.kapualabs.com/mrxsevuj #LLY #TailRisk
August 21, 2026 at 3:19 PM
kapualabs.bsky.social
What if Meta’s AI spend hides a cash‑flow trap? 📉 The Black Swan analysis shows why a 20‑40% drawdown is plausible despite strong revenue. Read the tail‑risk breakdown: https://post.kapualabs.com/3fxrx3um #META #TailRisk #AIcapex #Investing
August 19, 2026 at 3:53 PM
kapualabs.bsky.social
Dive into a nuanced tail-risk analysis of NVIDIA’s market position in the AI ecosystem—why its stock faces non-linear downside risks despite strong fundamentals. Explore scenarios, mechanisms, and hedging insights. https://post.kapualabs.com/2p8e943a #NVDA #AI #TailRisk
August 15, 2026 at 10:36 AM
market-ocean-en.bsky.social
The question now is whether narrower spreads describe a genuinely calmer hazard environment, or simply a shorter collective memory.

#CatBonds #InsuranceLinkedSecurities #TailRisk
August 5, 2026 at 5:30 AM
kapualabs.bsky.social
📉 Apple’s biggest tail risk isn’t a single failure—it’s multiple vulnerabilities reinforcing each other. Our new analysis maps the scenarios and hedges. https://post.kapualabs.com/48fc6j8t #AAPL #TailRisk #BlackSwan
August 2, 2026 at 12:40 PM
richb118.bsky.social
Two hours with Dave Dredge, and I am still thinking about it.

I have written up the highlights here:
atstradingsolutions.com/two-hours-wi...

@TopTradersLive, @ConvexityDredge

#Convexity #TailRisk #TrendFollowing #ComplexAdaptiveSystems
August 1, 2026 at 8:11 AM
kapualabs.bsky.social
Netflix's growth narrative is fracturing. The shift to annual engagement masks churn—when opacity becomes the catalyst, the left-tail risk is massive. Analysis explores a $20-$30 worst-case. https://post.kapualabs.com/2ucknnx3 #NFLX #TailRisk #BlackSwan
July 29, 2026 at 3:55 PM
kapualabs.bsky.social
Microsoft's $627B backlog masks deep tail risks: AI revenue chasm, cybersecurity vulnerabilities, and antitrust overhang. The consensus conviction creates conditions for a disorderly repricing. Here's the full analysis: https://post.kapualabs.com/yc77uuyb #MSFT #TailRisk #BlackSwan
July 23, 2026 at 6:35 PM
kapualabs.bsky.social
Eli Lilly ($LLY) market cap is built on a single molecule – a classic mono-franchise fragility. Our deep-dive analyzes the black swan scenarios most are ignoring: safety signals, pricing shocks, and hidden leverage. 📉 https://post.kapualabs.com/2yfsn72k #LLY #TailRisk #Pharma #BlackSwan
July 23, 2026 at 8:35 AM
market-ocean-en.bsky.social
mind mistaking a long silence for safety. #NormalcyBias #TailRisk #GridReliability
July 14, 2026 at 4:20 AM