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Achievement: QuickdrawAchievement: Pull Sharkx3Achievement: Starstruckx2Achievement: Pair Extraordinaire

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@fortitudo-tech

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  1. fortitudo-tech/pcrm-book fortitudo-tech/pcrm-book Public

    Portfolio Construction and Risk Management book's Python code.

    Jupyter Notebook 160 46

  2. fortitudo-tech/fortitudo.tech fortitudo-tech/fortitudo.tech Public

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

    Python 272 49

  3. fortitudo-tech/entropy-pooling fortitudo-tech/entropy-pooling Public

    Entropy Pooling in Python with a BSD 3-Clause license.

    Python 41 16

  4. fortitudo-tech/cvar-optimization-benchmarks fortitudo-tech/cvar-optimization-benchmarks Public

    Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.

    Jupyter Notebook 11 6