From 9afbfaff3128ba00db960bad504263251d13a3fa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Z=C3=A9=20Vin=C3=ADcius?= Date: Sun, 25 Nov 2018 09:38:47 -0300 Subject: [PATCH] add riskParityPortfolio package to README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index c2fe6be..2ca9bcd 100644 --- a/README.md +++ b/README.md @@ -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