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.
227 stars
12 watching
29 forks
Language: Python
last commit: almost 2 years agoLinked 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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