GitHub / JordiCorbilla / RiskOptima
The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/JordiCorbilla%2FRiskOptima
PURL: pkg:github/JordiCorbilla/RiskOptima
Stars: 1
Forks: 0
Open issues: 0
License: mit
Language: Jupyter Notebook
Size: 98.9 MB
Dependencies parsed at: Pending
Created at: over 1 year ago
Updated at: 4 months ago
Pushed at: 4 months ago
Last synced at: 7 days ago
Topics: cvar-optimization, monte-carlo, portfolio-optimization, risk-management, var-optimization
Funding Links https://github.com/sponsors/JordiCorbilla