Repository files navigation

This repository contains the accompanying code to Portfolio Construction and RiskManagement book © 2025 by Anton Vorobets.You can find the latest PDF version ofthe book in this Substack post.

If you want to support this project and potentially get perks and recognitionfor it, see thecrowdfunding campaign.

It is recommended to install the book's code dependencies in aconda environment.

After cloning the repository to your local machine, you can install the dependenciesusing the following command in your terminal:

conda env create -f environment.yml

You can then activate the conda environment and start aJupyterLabinstance using the following commands:

conda activate pcrm-bookjupyter lab

If you are completely new toconda environmentsand Jupyter notebooks, you can find a lot of information online.

Please post your feedback in the community Discussions forum. I will try toincorporate the feedback in the book. See the book's preface for some generalperspectives on what it tries to achieve, and which kind feedback willbe 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 thebook by simply publicly sharing your positive experience with the book and its code,thereby encouraging more people to support the project. Youare also encouraged to give this and the supportingfortitudo.techrepository a star.

No matter how much economic support this project realistically gets, it will onlybe a small fraction of the opportunity costs from writing the book and making itfreely available online. Hence, you are encouraged to support it by the amount thatyou 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-yearpaid complimentary Substack subscription to theQuantamental 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 licensedunder Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International. To viewa copy of this license, visithttps://creativecommons.org/licenses/by-nc-nd/4.0/

The accompanying code to the Portfolio Construction and Risk Management book © 2025 byAnton Vorobets is licensed under version 3 of the GNU General Public License. To viewa copy of this license, visithttps://www.gnu.org/licenses/gpl-3.0.en.html