daily_returns

<p>Dataset used to illustrate how to use the portfolio allocation strategies implemented in this package.</p>

dataset

Machine learning portfolio allocation strategies based on hierarchical clustering methods.
The implemented methods are:
Hierarchical risk parity (De Prado, 2016) <DOI: 10.3905/jpm.2016.42.4.059> and
Hierarchical clustering-based asset allocation (Raffinot, 2017)
<DOI: 10.3905/jpm.2018.44.2.089>.

Carlos Trucios

daily_returns: Daily returns (in percentage) of 15 assets.

Description

Arguments