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

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

    Python 230 30

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

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

    Python 32 11