Repositories list

• fortitudo.tech

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

  entropyinvestmentsportfolio-optimization+ 17quantitative-financeinvestmentmathematical-financeasset-allocationportfolio-constructionmean-variance-optimizationportfolio-selection+ 10

  Python

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  GNU General Public License v3.0

  •49•273•1•0•Updated Dec 18, 2025Dec 18, 2025

• pcrm-book

  Public
  Portfolio Construction and Risk Management book's Python code.

  financesimulationrisk+ 17quantinvestmentsportfolio-optimizationquantitative-financeinvestmentasset-allocationportfolio-construction+ 10

  Jupyter Notebook

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  GNU General Public License v3.0

  •47•162•0•0•Updated Dec 10, 2025Dec 10, 2025

• entropy-pooling

  Public

  fortitudo-tech/entropy-pooling’s past year of commit activity
  Entropy Pooling in Python with a BSD 3-Clause license.

  entropyinvestmentsbayesian+ 16quantitative-financemathematical-financeasset-allocationportfolio-constructionblack-littermanmaximum-entropyportfolio-selection+ 9

  Python

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  BSD 3-Clause "New" or "Revised" License

  •16•41•1•0•Updated Dec 10, 2025Dec 10, 2025

• cvar-optimization-benchmarks

  Public

  fortitudo-tech/cvar-optimization-benchmarks’s past year of commit activity
  Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.

  derivativesportfolio-optimizationquantitative-finance+ 4cvarcvar-optimizationconditional-value-at-riskentropy-pooling

  Jupyter Notebook

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  GNU General Public License v3.0

  •6•11•0•1•Updated Dec 6, 2025Dec 6, 2025