https://pypi.org/project/cpz-quant/ Recent updates to the Python Package Index for cpz-quant en https://pypi.org/project/cpz-quant/1.0.0/ Quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python: mean-variance, HRP, HERC, NCO, Black-Litterman, entropy pooling, CVaR, robust and cardinality-constrained convex optimization, covariance shrinkage and denoising, walk-forward and combinatorial purged cross-validation, Probability of Backtest Overfitting, Deflated Sharpe Ratio, and vectorised technical indicators. contact@cpz-lab.com Thu, 30 Jul 2026 06:04:14 GMT