GiuseppeTT/RiskParityBrazil: An analysis of risk parity applied to the Brazilian stock market

A complete pipeline that downloads financial data, simulates the historical performance of risk parity portfolios in the Brazilian stock market and presents the results in monthly updated dashboards along with a web article. Implemented as a R package on top of the R package targets (pipeline management). Deployed with GitHub Pages.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.0.0.9000
URL https://github.com/GiuseppeTT/RiskParityBrazil https://giuseppett.github.io/RiskParityBrazil/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("GiuseppeTT/RiskParityBrazil")
GiuseppeTT/RiskParityBrazil documentation built on Dec. 17, 2021, 9:33 p.m.