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Merge pull request #40 from mirca/patch-2

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add riskParityPortfolio package to README.md
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Wilson Freitas
2018-12-14 07:26:15 -02:00
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@@ -185,6 +185,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [financial](https://cran.r-project.org/web/packages/financial/index.html) - Time value of money, cash flows and other financial functions.
- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index
- [covFactorModel](https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models
- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios
- [sde](https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations
- [termstrc](https://cran.r-project.org/web/packages/termstrc/index.html) - Zero-coupon Yield Curve Estimation
- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve