Fortitudo.tech

Latest version: v0.8.1

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CVaR alpha bugfix and minor readability improvements

Added portfolio optimization constraints feasibility check on init.

Addition of correlation_matrix, covariance_matrix, and simulation_moments functions.

Entropy Pooling speed-up.

Entropy Pooling refactor.

Update of time series simulation parameters and addition of credit spread curve.

Has known vulnerabilities

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