diff --git a/README.md b/README.md index 5bfe1cb..d57f6ff 100644 --- a/README.md +++ b/README.md @@ -166,6 +166,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork. - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork. +- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python. ### Factor Analysis diff --git a/site/index.qmd b/site/index.qmd index c750e61..5020630 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -157,6 +157,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork. - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork. +- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python. ### Factor Analysis