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Fortitudo Technologies

Fortitudo Technologies' open-source investment and risk technologies.

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  1. fortitudo.tech fortitudo.tech Public

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

    Python 222 28

  2. entropy-pooling entropy-pooling Public

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

    Python 31 11

Repositories

Showing 2 of 2 repositories
  • fortitudo.tech Public

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

    fortitudo-tech/fortitudo.tech’s past year of commit activity
    Python 222 GPL-3.0 28 1 0 Updated Nov 7, 2024
  • entropy-pooling Public

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

    fortitudo-tech/entropy-pooling’s past year of commit activity
    Python 31 BSD-3-Clause 11 0 0 Updated Oct 15, 2024