Changes
in riskParityPortfolio version 0.2.2 (2021-05-31)
- Improved initial point + minor fixes to conform with R 4.0.
Changes
in riskParityPortfolio version 0.2.1 (2019-10-07)
- A new section “A practical example using FAANG price data” was added
to the vignette. This section is inspired by Tharsis Souza’s blog post
on risk parity:
https://towardsdatascience.com/ray-dalio-etf-900edfe64b05
Changes
in riskParityPortfolio version 0.2.0 (2019-08-31)
- Included the R/Finance 2019 slides as an additional vignette.
- Included the slides on risk parity portfolio from the Convex
Optimization course at the Hong Kong Univ. of Science and Technology
(HKUST) as an additional vignette.
- New plotting function implemented: barplotPortfolioRisk().
- General linear constraints now supported in the main function
riskParityPortfolio()
Changes
in riskParityPortfolio version 0.1.2 (2019-06-01)
- Fixed some VignetteBuilder issues with CRAN.
- Refactored stopping criteria. [commit 350f622]
- Fixed bug where stocks names were being tossed out by C++ functions.
[commit a02ffc4]
Changes
in riskParityPortfolio version 0.1.1 (2019-01-07)
- Revised vignette (fix name issue and include new section on
algorithm description).
- Revise the error control of riskParityPortfolio().
- Check feasibility in riskParityPortfolio().
- Improved tests.
Changes
in riskParityPortfolio version 0.1.0 (2018-12-15)
- Initial release is on CRAN.