Fortitudo Technologies Open Source

This package allows you to freely explore open-source implementations of some of our fundamental technologies under the GNU General Public License, Version 3.

The package is intended for advanced users who are comfortable specifying portfolio constraints and Entropy Pooling views using matrices and vectors. This gives full flexibility in relation to working with these technologies and allows you to build your own high-level interfaces if you want. Hence, input checking is intentionally kept to a minimum.

Fortitudo Technologies is a fintech company offering novel investment technologies as well as quantitative and digitalization consultancy to the investment management industry. For more information, please visit our website.

Code of Conduct

We welcome feedback and bug reports, but we have very limited resources for support and feature requests. If you experience bugs with some of the upstream packages, please report them directly to the maintainers of the upstream packages.


This package is completely separate from our proprietary solutions and therefore not representative of the functionality offered therein. The examples for this package illustrate only elementary use cases. If you are an institutional investor and want to experience how these technologies can be used in more sophisticated ways, please request a demo by sending an email to