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Archive for May, 2013

R/Finance 2013 slides

I have just returned from the R/Finance conference and want to share with you my slides and examples.

The Cluster Risk Parity portfolio allocation method is an example of Cluster Portfolio Allocation methods that focuses on diversification or more specifically diversification of your risk bets. (i.e. portfolio that distributes risk equally both within clusters and across clusters). The Cluster Risk Parity portfolio allocation method is a new heuristic optimization procedure that was developed by David Varadi at CSS Analytics.

I also want to say Big thank you to the R/Finance organizers for all the effort and coordination they put into the conference.

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Categories: R