Projects in Awesome Lists tagged with var-optimization
A curated list of projects in awesome lists tagged with var-optimization .
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/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