occupation
unclassified
description
当需要开发、计算、验证风险平价（等风险贡献 ERC）组合时使用。手写 Ledoit-Wolf 收缩协方差稳定相关性，scipy SLSQP 求 ERC 权重，支持指数/期货/ETF 三类资产与月度 rebalance。
Source text: Chinese
updated
quantskills/skill-portfolio-risk-parity
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skill
occupation
description
updated
Showing 1 of 1 collected skills.