recursive_bisection_optimized

<p>Optimized recursive bisection for HRP</p>
<p>Optimized recursive bisection for HRP</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

recursive_bisection_optimized: Optimized recursive bisection for HRP

Description

Usage

Arguments