Release of version 0.3 of the Concentration Library

Releases, Open Source Tools, OpenNPL
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Release of version 0.3 of the ConcentrationMetrics Library

HHI vs Gini

Further building out the OpenCPM set of tools, we release version 0.3 of the ConcentrationMetrics Library. This python library for the computation of various concentration, diversification and inequality indices.

The below list provides documentation URL’s for each one of the implemented indexes

  1. Atkinson Index
  2. Concentration Ratio
  3. Berger-Parker Index
  4. Herfindahl-Hirschman Index
  5. Hannah-Kay Index
  6. Gini Index
  7. Theil Index
  8. Shannon Index
  9. Generalized Entropy Index
  10. Kolm Index

The image illustrates a simple use of the library where the HHI and Gini indexes are computed and compared for a range of randomly generated portfolio exposures.