Portfolio Construction and Risk Management Book

Develop a deep understanding

The book contains a pedagogical walkthrough of the next generation investment framework that utilizes fully general Monte Carlo distributions, Entropy Pooling, and CVaR.

Get early access to book and Python code

The book is being written through a crowdfunding funding campaign that you can support to get early access to the book and the accompanying Python code.

If you happen to be among the top 10 backers once the book is finished, you will additionally get three months access to an institutional-grade implementation of the book's investment framework.

Stay updated

You can stay updated on this book and other quantitative investment management related content by joining the community on Substack or the Applied Quantitative Investment Management LinkedIn group.

Additional resources

You can get additional introductory insights into the investment framework from this book through the fortitudo.tech open-source Python package. See this YouTube playlist for a walkthrough of the package, and this Medium article for a high-level introduction to the functionality.