portfolio-selection topic

A JavaScript library to allocate and optimize financial portfolios.

lequant40

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

fortitudo-tech

Implementation and tests of MAMR and PAMR active portfolio management for binance cryptocurrency assets.

alfredholmes

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

fortitudo-tech