wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Home Page:https://wilsonfreitas.github.io/awesome-quant/

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Implementation of the Hierarchical Equal Risk Contribution Method (R Shiny)

YannickKae opened this issue · comments

Have implemented Raffinot's (2018) HERC approach as an interactive R Shiny web application & would like to point out that it might fit here under "Replications" if it meets the requirements.

Here is the GitHub repository for it: Github Repository
Here is the link to the application: Web App

Repo added ... thanks.