Projects in Awesome Lists tagged with cvar-optimization
A curated list of projects in awesome lists tagged with cvar-optimization .
https://github.com/dcajasn/riskfolio-lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 12 May 2025
https://github.com/dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 22 Mar 2025
https://github.com/skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies
Last synced: 15 Mar 2026
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/enexqnt/py-vallocation
Flexible Python library for asset allocation and investor view integration
asset-allocation bayesian-inference black-litterman cvar-optimization entropy-pooling mean-variance-optimization portfolio-optimization quantitative-finance robust-optimization shrinkage-estimators
Last synced: 02 Apr 2026
https://github.com/jaydu1/cvar-portfolio
CVaR Portfolio Optimization in High Dimensions
cvar-optimization high-dimensionality portfolio-selection
Last synced: 27 Jul 2025
https://github.com/jordicorbilla/riskoptima
The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme
cvar-optimization monte-carlo portfolio-optimization risk-management var-optimization
Last synced: 15 Apr 2025
https://github.com/JordiCorbilla/RiskOptima
The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme
cvar-optimization monte-carlo portfolio-optimization risk-management var-optimization
Last synced: 27 Aug 2025
https://github.com/dcelisgarza/portfoliooptimisers.jl
Portfolio Optimisation library built in Julia.
asset-allocation asset-management convex-optimization cvar-optimization efficient-frontier finance financial-analysis hierarchical-clustering investment investment-analysis julia machine-learning optimization portfolio portfolio-optimization quantitative-finance quantitative-inves risk-parity trading-strategies
Last synced: 01 Apr 2026
