Calculating weights using Risk Parity for more than 2 stocks

AI & Machine learning
1

Course Name: Quantitative Portfolio Management, Section No: 7, Unit No: 7, Unit type: Document

What modules are available to calculate portfolio standard deviation for more than two stocks and individual stock weights for more than two stocks using Risk Parity?

2

Hello Raul, 



You can try this python package - Riskfolio-Lib

Here is the documentation and tutorial.



Hope this helps!