Practice Portfolios

Compare hierarchical risk parity with minimum variance

Hard+50 pointsAbout 60 minutesPortfolios

UsesPortfolio 1.8 Graph-based and hierarchical portfolios Machine Learning 1.7 Unsupervised learning

Coming soon

Build both portfolios on the same universe and compare their out-of-sample risk and stability.

This problem opens with Portfolio Optimization. It draws on the modules below.

Portfolio 1.8 Graph-based and hierarchical portfolios (coming soon)
Machine Learning 1.7 Unsupervised learning (coming soon)