Repositories list

• fortitudo.tech

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

  entropyinvestmentsportfolio-optimization+ 17quantitative-financeinvestmentmathematical-financeasset-allocationportfolio-constructionmean-variance-optimizationportfolio-selection+ 10

  Python

  •

  GNU General Public License v3.0

  •33•247•1•0•Updated Jan 30, 2025Jan 30, 2025

• pcrm-book

  Public
  Portfolio Construction and Risk Management book's Python code.

  financesimulationrisk+ 17quantinvestmentsportfolio-optimizationquantitative-financeinvestmentasset-allocationportfolio-construction+ 10

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •14•58•0•0•Updated Jan 23, 2025Jan 23, 2025

• entropy-pooling

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

  entropyinvestmentsbayesian+ 16quantitative-financemathematical-financeasset-allocationportfolio-constructionblack-littermanmaximum-entropyportfolio-selection+ 9

  Python

  •

  BSD 3-Clause "New" or "Revised" License

  •12•35•0•0•Updated Oct 15, 2024Oct 15, 2024