Cvar Python Packages

fortitudo-tech

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

cvxrisk

Simple riskengine for portfolio optimization

entropy-pooling

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

pcrm-book

Portfolio Construction and Risk Management book's Python code.

portfolio-backtest

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

cvar-optimization-benchmarks

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems for fully general Monte Carlo distributions and derivatives portfolios.