Fortitudo Technologies Open Source

This package allows you to freely explore open-source implementations of some of our fundamental technologies, e.g., Entropy Pooling and CVaR optimization in Python.

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 wish. Hence, input checking is intentionally kept to a minimum.

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

Disclaimer

This package is completely separate from our proprietary solutions and therefore not representative of neither the quality nor functionality offered by the Simulation Engine and Investment Analysis modules. If you are an institutional investor and want to experience how some of these methods can be used in practice for sophisticated investment analysis, please request a demo by sending an email to demo@fortitudo.tech.

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.