Pinned

1. riskParityPortfolio

   Design of Risk Parity Portfolios

   R 52 19

2. spectralGraphTopology

   Learning Graphs from Data via Spectral Constraints for k-component, bipartite, and k-component bipartite graphs

   R 18 8

3. riskparity.py

   Fast and scalable design of risk parity portfolios

   Python 100 26

4. portfolioBacktest

   Automated Backtesting of Portfolios over Multiple Datasets

   R 18 7

5. fitHeavyTail

   Mean and Covariance Matrix Estimation under Heavy Tails

   R 6 2

6. imputeFin

   Imputation of Financial Time Series with Missing Values and/or Outliers

   R 7