darren-luo / risk-premia-app

Simple Risk Premia Strategy

Risk Premia Harvesting

Simple risk premia harvesting strategy in an interactive shiny application.

No timing - rather, get long assets that tend to go up in most economic environments. Explore buy and hold, equal weight rebalancing and risk parity approaches. See ./background/ for background research.

Lanuch shiny application

library(shiny)
runApp("risk-premia-app")