Sign in
← Back to search
github Actively maintained

dppalomar/riskParityPortfolio

Design of Risk Parity Portfolios

1 awesome list

Quick read

Stars
123
Forks
30
Open issues
9
Commits
750

Activity and growth

Latest capture 2026-07-21 03:06

Stars · last 7 days
No history
Commits · last 7 days
No history
Stars since tracking
+1
Stored snapshots
3

Classification

Topics

#optimization #portfolio #risk #risk-parity

Metadata

Language
R
License
GPL-3.0
Default branch
master
Created
2018-08-21
First commit
2018-01-01
Last pushed
2022-11-15
GitHub updated
2026-07-13
Last synced
2026-07-21 03:06
Stack scanned
2026-07-21 03:06
Archived
No
Sign in to like dppalomar/riskParityPortfolio
README Open website View on GitHub

AI development signals

0 paths

Agent instructions and tool configuration found in this repository.

No config files detected.

Growth history

Tracked growth

3 observed captures since 2026-06-19. Charts use measured snapshots only.

Stars from first capture +1

Time horizon

All tracked data

Custom date range

Stars history

Observed snapshots

Commits history

Observed snapshots

Similar repositories

Nearest indexed repositories by embedding similarity.

convexfi/riskparity.py

Fast and scalable construction of risk parity portfolios

324 stars
Python 1 awesome list

skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

2,047 stars
Python 1 awesome list

PyPortfolio/PyPortfolioOpt

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

5,874 stars
Jupyter Notebook 1 awesome list