Documentation
The left sidebar contains links to the documentation of the main modules of this package as well as an example of how to combine views/stress-testing with CVaR optimization.
The example code uses pandas, which is an optional package that can be installed simultaneously with this package:
pip install fortitudo.tech[pandas]
The data used in the example is the simulation from Vorobets [2021]. You can verify that the prior means and volatilities are the same by downloading the article using this link.