Is riskParityPortfolio safe to use?

riskParityPortfolio has no known vulnerabilities on the latest version (0.2.2). DepScope rates its health at 41/100 (high risk).

What is the latest version of riskParityPortfolio?

The latest version of riskParityPortfolio is 0.2.2, released 2021-06-01.

Does riskParityPortfolio have known vulnerabilities?

No known vulnerabilities on the latest version of riskParityPortfolio.

Is riskParityPortfolio deprecated?

No, riskParityPortfolio is actively maintained. Latest release: 0.2.2 (2021-06-01).

What are alternatives to riskParityPortfolio?

DepScope has no curated alternatives for riskParityPortfolio at this time.

What license does riskParityPortfolio use?

riskParityPortfolio is licensed under GPL-3.

riskParityPortfolio

cranv0.2.2

Design of Risk Parity Portfolios. Fast design of risk parity portfolios for financial investment. The goal of the risk parity portfolio formulation is to equalize or distribute the risk contributions of the different assets, which is missing if we simply consider the overall volatility of the portfolio as in the mean-variance Markow

License GPL-3strong copyleft0 versions1 maintainers5 deps401 weekly dl

dppalomar/riskParityPortfolio

/ 100

Health

safe to use

[email protected] is safe to use (health: 41/100)

Health breakdown0 – 100

0/25

maintenance

3/20

popularity

25/25

security

9/15

maturity

4/15

community

Vulnerabilities

none known

Health History

Dependency Tree

License Audit

Dependencies (5)

alabama Matrix nloptr quadprog Rcpp

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/riskParityPortfolio

First published · 2021-06-01 07:02:51

Last updated · 2021-06-01T04:50:02+00:00