Investment Simulation

This website documents the functionality of Fortitudo Technologies’ Investment Simulation module.

The documentation has been ordered from the simplest to the most advanced simulation methods (Parametric Sampling, Fully Flexible Resampling, and Generative Machine Learning).

The first page gives an introduction to time series simulation fundamentals and aligns terminology for the remaining pages.

Fortitudo Technologies’ clients have access to many Jupyter Notebook examples that illustrate how this functionality can be used for sophisticated investment analysis. This website contains just the raw documentation. For a detailed and pedagogical presentation of the methods, see the Portfolio Construction and Risk Management book.

For feedback or additional support, please send an email to software@fortitudo.tech.