Pinned

1. riskParityPortfolio Public

   Design of Risk Parity Portfolios

   R 81 24

2. spectralGraphTopology Public

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

   R 53 14

3. riskparity.py Public

   Fast and scalable design of risk parity portfolios

   Python 197 52

4. portfolioBacktest Public

   Automated Backtesting of Portfolios over Multiple Datasets

   R 34 8

5. fitHeavyTail Public

   Mean and Covariance Matrix Estimation under Heavy Tails

   R 12 2

6. imputeFin Public

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

   R 15 2