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Fortitudo Technologies (fortitudo-tech)

Fortitudo Technologies

fortitudo-tech

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Fortitudo Technologies' open-source investment and risk technologies.

Home Page:https://fortitudo.tech

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Fortitudo Technologies's repositories

fortitudo.tech

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

Language:PythonLicense:GPL-3.0Stargazers:149Issues:8Issues:0

entropy-pooling

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

Language:PythonLicense:BSD-3-ClauseStargazers:19Issues:2Issues:0