There are 3 repositories under risk-parity topic.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Fast and scalable construction of risk parity portfolios
A JavaScript library to allocate and optimize financial portfolios.
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.
Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.
Streamlit app to simulate/optimize different portfolio allocations based on mathematical methods.
Adaptive regime estimation of market conditions based on Maewal and Bock (2018)
LSTM-ARIMA with attention mechanism and multiplicative decomposition for sophisticated stock forecasting.
We Design a PCA Cluster Risk Parity Portfolio
Quantitative Risk and Asset Management Project - HEC Lausanne
Portfolio evaluation and backtesting using k-means, bounded k-means and hierarchical risk parity
Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem
An analysis of risk parity applied to the Brazilian stock market
Risk parity algorithm using reinforcement learning