convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios

Date Created 2019-07-13 (5 years ago)

Commits 157 (last one 5 months ago)

Stargazers 289 (0 this week)

Watchers 13 (0 this week)

Forks 65

License mit

Ranking

RepositoryStats indexes 584,777 repositories, of these convexfi/riskparity.py is ranked #136,821 (77th percentile) for total stargazers, and #165,662 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #23,589/116,437.

convexfi/riskparity.py is also tagged with popular topics, for these it's ranked: optimization (#234/885), finance (#183/570)

Other Information

convexfi/riskparity.py has Github issues enabled, there are 5 open issues and 18 closed issues.

There have been 8 releases, the latest one was published on 2024-03-02 (8 months ago) with the name 0.5.1.

Homepage URL: https://mirca.github.io/riskparity.py/

All Topics

finance risk-parity optimization portfolio-optimization

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54 commits on the default branch (main) since jan '22

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The primary language is Python but there's also others...

updated: 2024-11-17 @ 02:34am, id: 196768103 / R_kgDOC7pxZw