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.
If you want to support this project and potentially get perks and recognition for it, see the crowdfunding campaign.
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.
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 happen to be among top 10 contributors by 11:59 PM (GMT-8) February 2, 2025, you will get three months personal access to an institutional-grade implementation of the investment framework from this book to really test out your newly acquired knowledge.
If you are among the top 10 contributors or claim one of the campaign contributor perks, you can choose to be recognized in the book's preface as someone who has significantly contributed to the creation of this book. 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