calculate_erc_weights

<p>Calculate Equal Risk Contribution weights (simplified)</p>

internal

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

calculate_erc_weights: Calculate Equal Risk Contribution weights (simplified)

Description

Usage

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