Search Results: risk-parity

Found 2 Skills

portfolio

Construcción y optimización cuantitativa de portafolios: Markowitz (scipy.optimize + Monte Carlo), Black-Litterman (prior CAPM, views absolutas/relativas, posterior bayesiano), HRP/HERC/NCO (clustering jerárquico, risk parity, NCO con restricciones). Todo flat numpy + scipy, sin Riskfolio-Lib ni PyPortfolioOpt.

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Data Processingjoellewis/finance_skills

asset-allocation

Asset allocation frameworks: strategic (SAA), tactical (TAA), mean-variance optimization, Black-Litterman, risk parity, glide paths.

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