fortitudo-tech / fortitudo.tech

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

Date Created 2021-10-14 (2 years ago)

Commits 74 (last one 8 days ago)

Stargazers 159 (5 this week)

Watchers 8 (0 this week)

Forks 20

License gpl-3.0

Ranking

RepositoryStats indexes 523,840 repositories, of these fortitudo-tech/fortitudo.tech is ranked #195,281 (63rd percentile) for total stargazers, and #234,250 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #34,045/100,813.

fortitudo-tech/fortitudo.tech is also tagged with popular topics, for these it's ranked: quantitative-finance (#97/184)

Other Information

There have been 37 releases, the latest one was published on 2024-05-13 (19 days ago) with the name v1.0.7.

Homepage URL: https://os.fortitudo.tech

All Topics

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

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Github watchers over time, collection started in '23

Recent Commit History

66 commits on the default branch (main) since jan '22

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Languages

The only known language in this repository is Python

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updated: 2024-05-31 @ 08:24pm, id: 417058394 / R_kgDOGNvOWg