Fortitudo Technologies Open Source

This package allows you to 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. Hence, input checking is intentionally kept to a minimum.

If you like this package, we invite you to show your support by giving it a GitHub star. The greater the number of stars it receives, the more dedicated time and energy we’ll invest in enhancing its functionality, providing additional examples, and refining the code.

Fortitudo Technologies offers novel investment software as well as quantitative and digitalization consultancy to the investment management industry. For more information, please visit our website.


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

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.