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@fortitudo-tech

Fortitudo Technologies

Fortitudo Technologies' open-source investment and risk technologies.

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  1. fortitudo.tech fortitudo.tech Public

    Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

    Python 165 21

  2. entropy-pooling entropy-pooling Public

    Entropy Pooling in Python with a BSD 3-Clause license.

    Python 20 9

Repositories

Showing 2 of 2 repositories
  • fortitudo.tech Public

    Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

    Python 165 GPL-3.0 21 0 0 Updated Jun 4, 2024
  • entropy-pooling Public

    Entropy Pooling in Python with a BSD 3-Clause license.

    Python 20 BSD-3-Clause 9 0 0 Updated Apr 25, 2024