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wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://wilsonfreitas.github.io/awesome-quant/
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Addition to Python Risk Analysis #184

Closed antonvorobets closed 5 months ago

antonvorobets commented 5 months ago

The fortitudo.tech Python package available at: https://github.com/fortitudo-tech/fortitudo.tech.

Enables people to perform Entropy Pooling views and stress-testing as well as CVaR optimization for fully general Monte Carlo distributions.

For a quick introduction to this functionality, see: https://medium.com/@ft_anvo/entropy-pooling-and-cvar-portfolio-optimization-in-python-ffed736a8347

wilsonfreitas commented 5 months ago

Added here 572208a7c86a3ac08588adeac6129b05d50be03b tks