dppalomar

dppalomar

👤 Developer

5 repositories on SrcLog

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5 Repos
635 Stars
154 Forks
95 Watchers

Repositories (5)

riskparity.py convexfi/riskparity.py Python

Fast and scalable construction of risk parity portfolios

325
riskParityPortfolio dppalomar/riskParityPortfolio R

Design of Risk Parity Portfolios

122
portfolioBacktest dppalomar/portfolioBacktest HTML

Automated Backtesting of Portfolios over Multiple Datasets

75
sparseIndexTracking dppalomar/sparseIndexTracking HTML

Design of Portfolio of Stocks to Track an Index

59
spectralGraphTopology dppalomar/spectralGraphTopology R

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

54