Projects in Awesome Lists tagged with cvar
A curated list of projects in awesome lists tagged with cvar .
https://github.com/fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
asset-allocation asset-management conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy entropy-pooling investment investment-analysis investment-management investments mathematical-finance mean-variance-optimization portfolio-allocation portfolio-construction portfolio-optimization portfolio-selection quantitative-finance risk-adjusted-return
Last synced: 16 Jan 2026
https://github.com/fortitudo-tech/pcrm-book
Portfolio Construction and Risk Management book's Python code.
asset-allocation asset-management conditional-value-at-risk cvar cvar-optimization efficient-frontier entropy-pooling finance investment investment-analysis investments portfolio-construction portfolio-optimization quant quantamental quantitative-finance risk risk-adjusted-return risk-management simulation
Last synced: 14 Jan 2026
https://github.com/martin-t/cvars
Configuration variables and consoles for games in Rust. An alternative to inline_tweak / const-tweaker with different tradeoffs.
configuration console cvar cvars debugging gamedev options rust settings
Last synced: 02 Apr 2026
https://github.com/fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
asset-allocation asset-management bayesian black-litterman conditional-value-at-risk cvar entropy entropy-pooling fortitudo-tech investment-analysis investment-management investment-risk investments market-views mathematical-finance maximum-entropy portfolio-construction portfolio-selection quantitative-finance
Last synced: 14 Jan 2026
https://github.com/10mohi6/portfolio-backtest-python
portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.
asset-allocation backtest cvar etf hrp minimum mutual-fund portfolio python stock tangency variance
Last synced: 14 Apr 2025
https://github.com/oqyh/cs2-map-configs-goldkingz
Map Configs Depend Map Name
config configs convar counterstrike2 counterstrikesharp cs2 csgo2 cssharp cvar depend enforcer map maps prefix
Last synced: 16 Jul 2025
https://github.com/indirivacua/sigeva-json
Extensión de navegador para cargar automáticamente trabajos científicos en SIGEVA a partir de un JSON.
chrome-extension conicet cvar firefox firefox-extension json sigeva unlp
Last synced: 08 May 2026
https://github.com/andrecamatta/pq_mincvar
Min-CVaR Portfolio Optimization with Robust Estimators (LW, Huber, Tyler) - Backtest de 36 estratégias em 16 ETFs (15 anos)
backtesting cvar julia min-variance portfolio-optimization quantitative-finance risk-management robust-statistics
Last synced: 09 Oct 2025
https://github.com/indirivacua/SIGEVA-JSON
Extensión de navegador para cargar automáticamente trabajos científicos en SIGEVA a partir de un bibtex.
bibtex chrome chrome-extension conicet cvar extension firefox firefox-extension sigeva unlp
Last synced: 26 Oct 2025
https://github.com/quantdevjayson/quantumfx-engine
The next-generation open-source platform for quantitative FX risk modeling, scenario analysis, and regulatory stress testing.
api-integration backtesting-engine bau bau-risk-metrics cvar ewma-var fx fx-models garch-model model-calibration neural-sde quantum-machine-learning regime-switching sabr scenario-testing stochastic-local-volatility var
Last synced: 17 Aug 2025
