Topic: "entropy-pooling"
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Language: Python - Size: 19.1 MB - Last synced at: 9 days ago - Pushed at: 24 days ago - Stars: 259 - Forks: 40
fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
Language: Jupyter Notebook - Size: 33.8 MB - Last synced at: 7 days ago - Pushed at: 23 days ago - Stars: 95 - Forks: 32
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language: Python - Size: 271 KB - Last synced at: 10 days ago - Pushed at: 7 months ago - Stars: 39 - Forks: 14
Reckziegel/FFP
Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
Language: R - Size: 14.5 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 16 - Forks: 3
