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cvar-optimization

Here are 7 public repositories matching this topic...

skfolio

skfolio / skfolio

Python library for portfolio optimization built on top of scikit-learn

portfolio machine-learning scikit-learn portfolio-optimization trading-strategies quantitative-finance cvxpy convex-optimization asset-allocation hierarchical-clustering quantitative-investment asset-management risk-parity efficient-frontier cvar-optimization

Updated May 4, 2026
Python

fortitudo.tech

fortitudo-tech / fortitudo.tech

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

Updated May 7, 2026
Python

Py-vAllocation

enexqnt / Py-vAllocation

Flexible Python library for asset allocation and investor view integration

portfolio-optimization robust-optimization bayesian-inference quantitative-finance asset-allocation black-litterman mean-variance-optimization shrinkage-estimators cvar-optimization entropy-pooling

Updated Mar 31, 2026
Python

jaydu1 / CVaR-Portfolio

CVaR Portfolio Optimization in High Dimensions

portfolio-selection high-dimensionality cvar-optimization

Updated May 14, 2022
Python

Mircea-MMXXI / azapyGUI

Graphical user interface for azapy library - Finacial Portfolio Optimization Algorithms

finance portfolio-optimization quantitative-finance universal-portfolio kelly-criterion gini-index cvar-optimization smcr-optimization mad-optimization gini-optimization mv-optimization sd-optimization omega-optimization lsd-optimization sortino-optimization btad-optimization btsd-optimization evar-optimization

Updated May 7, 2026
Python

nnwjx7bd42-hash / India-Power-Market

Models for India Power Markets

iex pyomo energy-storage renewable-energy stochastic-optimization conformal-prediction probabilistic-forecasting energy-trading bess scenario-generation cvar-optimization power-markets indian-power-market

Updated Feb 16, 2026
Python

HanSun103 / AI-Driven-Portfolio-Optimization-Backtesting-System

A production-style research project combining ML-based return forecasting, CVaR-aware portfolio optimization, pair-trading, realistic transaction costs, and a semantic NLP event pipeline for S&P 500 equities.

nlp sentiment-analysis sharpe-ratio backtesting cvar-optimization

Updated Apr 15, 2026
Python

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