AlphaUncommon
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
- Owner
- fortitudo-tech (organization)
- Stars
- Stars: 313
- Forks
- Forks: 54
- Language
- Python
- License
- GPL-3.0
- Created
- 2021
- Topics
- cvar-optimizationentropy-poolingasset-allocationasset-managementportfolio-optimizationmean-variance-optimizationefficient-frontierinvestment-analysisportfolio-allocationportfolio-selection
- Tier
- Alpha (250 to 699 ★) What this tier means
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