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@fortitudo-tech

Fortitudo Technologies

Fortitudo Technologies' open-source investment and risk technologies.

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  1. fortitudo.tech fortitudo.tech Public

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

    Python 271 48

  2. pcrm-book pcrm-book Public

    Portfolio Construction and Risk Management book's Python code.

    Jupyter Notebook 159 45

  3. entropy-pooling entropy-pooling Public

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

    Python 41 16

  4. cvar-optimization-benchmarks 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

Repositories

Showing 4 of 4 repositories
  • fortitudo.tech Public

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

    fortitudo-tech/fortitudo.tech’s past year of commit activity
    Python 271 GPL-3.0 48 1 0 Updated Dec 18, 2025
  • pcrm-book Public

    Portfolio Construction and Risk Management book's Python code.

    fortitudo-tech/pcrm-book’s past year of commit activity
    Jupyter Notebook 159 GPL-3.0 45 0 0 Updated Dec 10, 2025
  • entropy-pooling Public

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

    fortitudo-tech/entropy-pooling’s past year of commit activity
    Python 41 BSD-3-Clause 16 1 0 Updated Dec 10, 2025
  • cvar-optimization-benchmarks Public

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

    fortitudo-tech/cvar-optimization-benchmarks’s past year of commit activity
    Jupyter Notebook 11 GPL-3.0 6 0 1 Updated Dec 6, 2025

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