riskparitypf: 'Function' to get a PF, that follows the risk parity...
In MatthiasSpeicher/gryffindorrobo: Run calculations that are useful to start a roboadvisor.

The goal of risk parity PFs is to find PF weights, such that the risk contribution of each constutuent is the same for all PF constituents.

1	riskparitypf(equity, debt, commodity)

`equity`	A `data frame` or `matrix` with a time series of security prices
`debt`	A `data frame` or `matrix` with a time series of security prices
`commodity`	A `data frame` or `matrix` with a time series of security prices

A list with the evolution of the portfolio as data frame and the amount of equity as numeric.

1 2	riskparitypf(equity = EuStockMarkets [, 1], debt = EuStockMarkets [, 2], commodity = EuStockMarkets [, 3])

MatthiasSpeicher/gryffindorrobo documentation built on Dec. 27, 2019, 2:15 a.m.

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