Fortitudo Technologies Open Source

This package allows users to freely explore open-source implementations of some of our fundamental technologies under the GNU General Public License, Version 3.

Fortitudo Technologies is a fintech company offering novel investment technologies as well as quantitative and digitalization consultancy to the investment management industry. For more information, please visit our website.

This 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 and allows user to build their own high-level interfaces if they wish to do so.

Installation Instructions

Installation can be done via pip:

pip install fortitudo.tech

For best performance, we recommend that you install the package in a conda environment and let conda handle the installation of dependencies before installing the package using pip. You can do this by following these steps:

conda create -n fortitudo.tech python scipy pandas -y
conda activate fortitudo.tech
conda install -c conda-forge cvxopt=1.2.6 -y
pip install fortitudo.tech

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.

Disclaimer

This package is completely separate from our proprietary solution and therefore not representative of the functionality offered in the Investment Analysis module. If you are an institutional investor and want to experience how these technologies can be used in very elegant ways, please request a demo of the Investment Analysis module.