added fortitudo.tech

wilsonfreitas · Apr 4, 2024 · 572208a · 572208a
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diff --git a/README.md b/README.md
@@ -166,6 +166,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
 - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.
 - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
+- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
 
 ### Factor Analysis
 

diff --git a/site/index.qmd b/site/index.qmd
@@ -157,6 +157,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
 - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.
 - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
+- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
 
 ### Factor Analysis