fortitudo-tech/fortitudo.tech

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

⭐ 285 | 🍴 50

fortitudo-tech/pcrm-book

Portfolio Construction and Risk Management book's Python code.

⭐ 176 | 🍴 52

ForestLinSen/finance

Finance Visualisations including Efficient Frontier, VaR & CVaR, and CAPM beta

⭐ 122 | 🍴 36

saul/cvar-unhide

Plugin to reveal all console variables/commands that are marked as hidden/development-only.

⭐ 73 | 🍴 16