How to rebalance equity portfolio using Hierarchical risk parity
Hi Keerti,
Hierarchical risk parity is a method of rebalancing a portfolio based on the risk component. This paper by Marcos Lopez de Prado was the foundation for Hierarchical Risk Parity. It implements the entire methodology from scratch.
At Quantra we have a detailed course dedicated to this method of portfolio management named - Portfolio Management using Machine Learning: Hierarchical Risk Parity. After completing this course, you will have a hands-on experience of how machine learning is used in portfolio management.
Thanks,
Rushda Ansari
Hi Rushda,
I have already taken this course and completed. But this course is not having rebalanceing of portfolio.
Hello Keerti,
The rebalancing process would require you to update the data, so every time you want to rebalance your portfolio, all you have to do is update the original data and carry out the same process. You will then get the new allocations for the same portfolio.
Thanks,
Rushda Ansari