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antonvorobets.com
A follow-up on the Sequential Entropy Pooling (SeqEP) knockoff:

substack.com/@antonvorobe...

#quant #quantsky #finance #markets #python #investing #investment #python
Anton Vorobets (@antonvorobets)
A follow-up on the Sequential Entropy Pooling (SeqEP) knockoff. Some months ago, I learned about a copy of SeqEP, which gets fundamental aspects wrong and clearly leads to worse expected performance....
substack.com
October 24, 2025 at 3:13 PM
antonvorobets.com
Clarifying misconceptions about the Python Entropy Pooling implementation:

www.linkedin.com/posts/antonv...

#quant #quantsky #finance #markets #python #entropypooling #seqep
Sequential Entropy Pooling installation | Anton Vorobets
Clarifying misconceptions about the Python Entropy Pooling implementation. I recently read an article that uses the Entropy Pooling implementation from the fortitudo-tech Python package. That’s grea...
www.linkedin.com
December 3, 2025 at 1:54 PM
seqep
June 2, 2024 at 11:05 PM
antonvorobets.com
How to unlock the full power of market views and stress testing with fully general distributions.

This lecture presents everything I know about Sequential Entropy Pooling (SeqEP).

This is exciting stuff. Make sure to check it out.

#quant #quantsky #finance #markets #investing #python #investment
Lecture 7: Sequential Entropy Pooling
This lecture goes through Section 5.2 from Portfolio Construction and Risk Management book, presenting Sequential Entropy Pooling (SeqEP).
open.substack.com
August 21, 2025 at 12:48 PM
antonvorobets.com
I am very happy with the feedback that I have received on Chapter 5 about fully general market views and stress testing.

This chapter contains a comprehensive presentation of Sequential Entropy Pooling (SeqEP) and its various use cases.

www.linkedin.com/posts/antonv...

#quant #quantsky #finance
Chapter 5 Market Views and Stress Testing | Anton Vorobets
I am very happy with the feedback that I have received on Chapter 5 about fully general market views and stress testing. This chapter contains a comprehensive presentation of Sequential Entropy Pooli...
www.linkedin.com
September 30, 2025 at 12:46 PM
gomesiru.bsky.social
eu usando procx para cotar caneca e tirante

amei o curso de excel, seqep
September 4, 2024 at 1:56 AM