Academy notes
Articles and updates from SoloQuant Academy.
Tag: risk
A weeknight listicle: Riskfolio-Lib 7.3.0 (31 May 2026, Entropy Pooling + MVSK), PyPortfolioOpt risk_models, arch GARCH, cvxpy, and statsmodels/scipy. pip plus a CVaR / HRP / vol sketch. Not FinRL, not vectorbt/Nautilus/Lean, not a ranking contest. Not investment advice.
Arimond et al. (2020) run Monte-Carlo VaR from generative regime-switching nets. HMM init, a balanced bull/bear loss, and data-hungry RNNs. Plain-language intro. Not investment advice.
Arimond, Borth, Hoepner, Klawunn & Weisheit (2020) generate regime-switching returns for VaR: HMM init, a balanced RNN loss, and a data-hungry caveat. Not investment advice.
Arimond et al. (2020) run Monte-Carlo VaR from generative regime-switching nets. HMM init, a balanced bull/bear loss, and data-hungry RNNs. Plain-language intro. Not investment advice.
