cvar topic

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

fortitudo-tech

Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.

martin-t

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

10mohi6

❑ All Counter-Strike 2 cvars, including hidden/development-only ones and sounds paths

ArmynC

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

fortitudo-tech