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@fortitudo-tech
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  1. fortitudo-tech/fortitudo.tech fortitudo-tech/fortitudo.tech Public

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

    Python 152 20

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

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

    Python 19 4