Cvar Python Packages

cpz-ai

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

fabtwin

Learned generative process twins for yield-aware inverse design of multilayer optics: exact TMM with a hand-derived adjoint, pathwise CVaR robustification through twin and physics

fortitudo-tech

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

cpz-quant

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

cvxrisk

Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel

pcrm-book

Portfolio Construction and Risk Management book's Python code.

dicex

DiCEx: Directional counterfactual explanations

stochlift

Turn a deterministic optimization model (PuLP, Pyomo, gurobipy, OR-Tools) into a verified two-stage stochastic program, and find out whether it is worth it.

portfolio-backtest

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

entropy-pooling

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

cvar-optimization-benchmarks

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