dppalomar / riskParityPortfolio

Design of Risk Parity Portfolios

Date Created 2018-08-21 (6 years ago)
Commits 750 (last one 2 years ago)
Stargazers 107 (0 this week)
Watchers 15 (0 this week)
Forks 27
License gpl-3.0
Ranking

RepositoryStats indexes 584,777 repositories, of these dppalomar/riskParityPortfolio is ranked #277,824 (52nd percentile) for total stargazers, and #145,629 for total watchers. Github reports the primary language for this repository as R, for repositories using this language it is ranked #1,348/3,349.

dppalomar/riskParityPortfolio is also tagged with popular topics, for these it's ranked: optimization (#460/885),  portfolio (#320/678)

Other Information

dppalomar/riskParityPortfolio has Github issues enabled, there are 9 open issues and 14 closed issues.

There have been 6 releases, the latest one was published on 2021-06-01 (3 years ago) with the name riskParityPortfolio version 0.2.2 (2021-05-31).

Homepage URL: https://CRAN.R-project.org/package=riskParityPortfolio

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Recent Commit History

22 commits on the default branch (master) since jan '22

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dppalomar/riskParityPortfolio

updated: 2024-10-12 @ 06:54am, id: 145556497 / R_kgDOCK0EEQ