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In this article, the authors conduct a horse race between representative risk parity portfolios and other asset allocation strategies, including equal weighting, minimum variance, mean–variance optimization, and the classic 60/40 equity/ bond portfolio. They find…
In this article, the authors conduct a horse race between representative risk parity portfolios and other asset allocation strategies, including equal weighting, minimum variance, mean–variance optimization, and the classic 60/40 equity/ bond portfolio. They find…
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AlphaFin benchmarks financial analysis with a retrieval-augmented stock-chain framework and a financial QA dataset
the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.
For the theoretical framework as well as results from the running code see
