Repositories list

• fortitudo.tech

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

  entropyinvestmentsportfolio-optimization+ 17

  entropyinvestmentsportfolio-optimizationquantitative-financeinvestmentmathematical-financeasset-allocationportfolio-constructionmean-variance-optimizationportfolio-selection+ 10

  Python

  •

  GNU General Public License v3.0

  •5454 forks•296296 stars•11 issue•00 pull requests•Updated May 7, 2026May 7, 2026

• cvar-optimization-benchmarks

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

  derivativesportfolio-optimizationquantitative-finance+ 4

  derivativesportfolio-optimizationquantitative-financecvarcvar-optimizationconditional-value-at-riskentropy-pooling

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •66 forks•1212 stars•00 issues•00 pull requests•Updated Apr 24, 2026Apr 24, 2026

• pcrm-book

  Public
  Portfolio Construction and Risk Management book's Python code.

  financesimulationrisk+ 17

  financesimulationriskquantinvestmentsportfolio-optimizationquantitative-financeinvestmentasset-allocationportfolio-construction+ 10

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •5555 forks•188188 stars•00 issues•00 pull requests•Updated Apr 1, 2026Apr 1, 2026

• entropy-pooling

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

  entropyinvestmentsbayesian+ 16

  entropyinvestmentsbayesianquantitative-financemathematical-financeasset-allocationportfolio-constructionblack-littermanmaximum-entropyportfolio-selection+ 9

  Python

  •

  BSD 3-Clause "New" or "Revised" License

  •1616 forks•4141 stars•11 issue•00 pull requests•Updated Jan 23, 2026Jan 23, 2026