Risk Parity & Budgeting with Python | Python for Quant Finance Meetup

Link to the Gist: bit.ly/pqf_risk | This talk from the 23rd Python for Quant Finance Meetup (pqf.tpq.io) contrasts traditional mean-variance portfolio allocation with the risk parity/budgeting approach. It uses Python, pandas and financial EOD historical financial data from eodhistoricaldata.com/r/?ref=....

[@user-mq9rk9mm2p]

what a great tutorial!

[@metamorphosis8813]

how would you optimize the risk budgeting portfolio with VaR as a risk measure? Is there a tool in Python to do that?

[@dyjh]

I am not aware of a package that does that.

[@apriliapratiwis.8793]

hello why vol= portfolio_volatility(phi, rets) error..
Name error: name 'portfolio_volatility' is not defined

[@dyjh]

Did you clone the Gist and execute the code as I do in the video?

[@apriliapratiwis.8793]

Yes, I did it as you did in the video