- Risk parity portfolio using volatility-based weights
- Backtest with historical stock/bond/gold prices
- Portfolio value visualization
- Calculates performance metrics: Total return, annualized return, volatility and Sharpe ratio
- Fully customizable tickers, dates, and initial capital
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Full Risk Parity Portfolio using volatility-based weighting... works with any combination of stocks/ETFs
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souradritabhowmik/risk-parity-proj
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Full Risk Parity Portfolio using volatility-based weighting... works with any combination of stocks/ETFs
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