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fortitudo-tech/fortitudo.tech

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

1 awesome list

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Stars
310
Forks
54
Open issues
1
Commits
110

Activity and growth

Latest capture 2026-09-27 03:06

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Commits · last 7 days
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Stars since tracking
+12
Stored snapshots
5

Classification

Topics

#asset-allocation #asset-management #conditional-value-at-risk #cvar #cvar-optimization #efficient-frontier #entropy #entropy-pooling #investment #investment-analysis #investment-management #investments #mathematical-finance #mean-variance-optimization #portfolio-allocation #portfolio-construction #portfolio-optimization #portfolio-selection #quantitative-finance #risk-adjusted-return

Technology stack

pytest

Metadata

Language
Python
License
GPL-3.0
Default branch
main
Created
2021-10-14
First commit
2021-10-14
Last pushed
2026-08-20
GitHub updated
2026-09-14
Last synced
2026-09-27 03:06
Stack scanned
2026-09-27 03:06
Archived
No

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Growth history

Tracked growth

5 observed captures since 2026-06-19. Observed captures are shown by default.

Stars from first capture +12

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