ft-lakr

Pinned Repositories

fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Language:Python215 10 128
entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language:Jupyter Notebook00
fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Language:Python0 0 00

ft-lakr's Repositories

ft-lakr/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
Language:Jupyter Notebook00
ft-lakr/fortitudo.tech
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Language:Python0 0 00