Cluster-based portfolio allocation: HRP, Schur risk parity, and 1/N
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May 29, 2026 - Python
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hrp
Here are 10 public repositories matching this topic...
Quantitative strategy for the Ibovespa that combines Topological Data Analysis (with Persistent Homology & Mapper), classical factors and meta-models, regime-sensitive HRP. Achieved top 4%.
machine-learning portfolio-optimization quantitative-finance persistent-homology tda backtesting hrp
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Feb 28, 2026 - Jupyter Notebook
A Rust library for portfolio allocation strategies, providing implementations for a variety of algorithms.
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Jul 19, 2025 - Rust
A persistent 18+ private HRP, whitelist only server based on SpaceStation 14.
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May 29, 2026 - C#
Hojex. Integrated open-source apps to support you on growing your business day-by-day
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Jul 2, 2020 - JavaScript
This repo contains all the necessary data and code files needed to reproduce the results and figures reported in our project: Comparing the Hierarchical Risk Parity Algorithm and Mean Variance Portfolio Selection. Refer to README.md for full project and files description.
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Nov 16, 2021 - R
GlieseStation - A version of Spacestation13, forked from Baystation12, through Polaris
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Apr 27, 2019 - DM
Agentic multi-strategy hedge fund: PatchTST forecasts, 4-agent LangGraph debate, CPCV-OOS + DSR validation, HRP with Ledoit-Wolf shrinkage. 10-year OOS Sharpe=0.766.
python machine-learning multi-agent portfolio-optimization quantitative-finance hrp rag streamlit polars deflated-sharpe-ratio hedge-fund langgraph patchtst cpcv algorithmic-trading-portfolio
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May 13, 2026 - Python
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