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Merge pull request #229 from husainm97/master

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Add Quant Lab Alpha to Risk Analysis list
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Wilson Freitas
2026-01-04 09:38:30 -03:00
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@@ -179,6 +179,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [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.
- [Quant Lab Alpha](https://github.com/husainm97/quant-lab-alpha) — Portfolio risk decomposition and Monte Carlo simulation toolkit with factor-based modeling.
- [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
### Factor Analysis