This repository contains the accompanying code to Portfolio Construction and Risk Management book © 2025 by Anton Vorobets. You can find the latest PDF version of the book in this Substack post.
For a quick video introduction to what you can expect from this book and some fundamental perspectives, watch this video.
Subscribe to the Quantamental Investing Substack publication to stay updated on all news related to the book.
You can still support this project and potentially get perks and recognition for it, see the crowdfunding campaign.
For smaller contributions, please use buy me a coffee.
It is recommended to install the book's code dependencies in a conda environment.
After cloning the repository to your local machine, you can install the dependencies using the following command in your terminal:
conda env create -f environment.yml
You can then activate the conda environment and start a JupyterLab instance using the following commands:
conda activate pcrm-book
jupyter lab
If you are completely new to conda environments and Jupyter notebooks, you can find a lot of information online.
You can also run the code without any local installations using Binder. Note however that Binder servers are not always available and might have insufficient resources to run all the examples.
Please post your feedback in the community Discussions forum. I will try to incorporate the feedback in the book. See the book's preface for some general perspectives on what it tries to achieve, and which kind feedback will be considered appropriate.
Your support made it possible for this book to be written.
Besides your personal monetary support, you can help improve the quality of the book by simply publicly sharing your positive experience with the book and its code, thereby encouraging more people to support the project. You are also encouraged to give this and the supporting fortitudo.tech repository a star.
No matter how much economic support this project realistically gets, it will only be a small fraction of the opportunity costs from writing the book and making it freely available online. Hence, you are encouraged to support it by the amount that you think it is worth to you.
If you claim one of the significiant contributor perks, you can choose to be recognized in the book's preface. You will additionally get a one-year paid complimentary Substack subscription to the Quantamental Investing publication, which will contain exclusive case studies and allow you to continue asking questions.
The Portfolio Construction and Risk Management book © 2025 by Anton Vorobets is licensed under Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International. To view a copy of this license, visit https://creativecommons.org/licenses/by-nc-nd/4.0/
The accompanying code to the Portfolio Construction and Risk Management book © 2025 by Anton Vorobets is licensed under version 3 of the GNU General Public License. To view a copy of this license, visit https://www.gnu.org/licenses/gpl-3.0.en.html
