Quantitative and Quantamental Investment Management

Anton Vorobets

Founder of Fortitudo Technologies and author of the Portfolio Construction and Risk Management (PCRM) book, developing the Fully General Investment Framework (FGIF). If you want to support my work directly, please use the Buy Me a Coffee platform.

Book Newsletter

PCRM Book

Portfolio Construction and Risk Management Book

A coherent presentation of the Fully General Investment Framework (FGIF), including empirical market simulation, multi-period views/stress testing, risk analysis, and Conditional Value-at-Risk (CVaR) as well as Conditional Maximum Loss (CML) portfolio optimization. The book is written for professional investors who manage complex portfolios with a careful attention to risk using Total Portfolio Approach (TPA) perspectives.

Read the book

Newsletter

Below are the three latest newsletters from the Quantamental Investing publication. Visit Substack for an overview of all previous newsletters.

October 22, 2026

Significant Book Update

This article presents the recent Portfolio Construction and Risk Management book updates, including multi-period stress testing, analysis and optimization.