calculate_max_div_weights

<p>Calculate Maximum Diversification Portfolio weights</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_max_div_weights: Calculate Maximum Diversification Portfolio weights

Description

Usage

Arguments