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28

215

gpl-3.0

10

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

Created 2021-10-14

81 commits to main branch, last one a day ago

0

51

agpl-3.0

1

Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.

cvar rust cvars console gamedev options settings debugging configuration

Created 2021-08-02

362 commits to master branch, last one 6 months ago

11

31

bsd-3-clause

2

Entropy Pooling in Python with a BSD 3-Clause license.

cvar entropy bayesian investments market-views fortitudo-tech black-litterman entropy-pooling investment-risk maximum-entropy asset-allocation asset-management investment-analysis portfolio-selection mathematical-finance quantitative-finance investment-management portfolio-construction conditional-value-at-risk

Created 2024-01-07

23 commits to main branch, last one 22 days ago