#Risk-adjusted-return
Showing 2 of 2 repositories tagged #risk-adjusted-return, ranked by stars
fortitudo-tech
fortitudo.tech
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Score
100
★ 301
⑂ 54
+3/day
Python
fortitudo-tech
pcrm-book
Portfolio Construction and Risk Management book's Python code.
Score
0
★ 197
⑂ 56
+1/day
Jupyter Notebook