fortitudo.tech
Portfolio optimizer
An open-source Python package implementing advanced portfolio optimization techniques
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
216 stars
10 watching
28 forks
Language: Python
last commit: 14 days ago
Linked from 1 awesome list
asset-allocationasset-managementblack-littermanconditional-value-at-riskcvarcvar-optimizationefficient-frontierentropy-poolinginvestment-analysisinvestment-managementinvestmentsmarkowitz-portfoliomathematical-financemean-variance-optimizationportfolio-allocationportfolio-constructionportfolio-optimizationportfolio-selectionquantitative-financerisk-adjusted-return
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