Closed antonvorobets closed 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
Added here 572208a7c86a3ac08588adeac6129b05d50be03b tks
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