@riskoptima.bsky.social
Reposted
You can now pip install entropy-pooling!

Entropy Pooling is a very powerful method for implementing subjective views and stress-testing fully general investment distributions.

Find the Python package here:
github.com/fortitudo-te...
GitHub - fortitudo-tech/entropy-pooling: Entropy Pooling in Python with a BSD 3-Clause license.
Entropy Pooling in Python with a BSD 3-Clause license. - GitHub - fortitudo-tech/entropy-pooling: Entropy Pooling in Python with a BSD 3-Clause license.
github.com
January 24, 2024 at 9:03 PM
Reposted
February 29, 2024 at 10:14 PM