RiskParityBoxes

class qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes(boxes_dict: Mapping[qf_lib.common.risk_parity_boxes.risk_parity_boxes.ChangeDirection, Mapping[qf_lib.common.risk_parity_boxes.risk_parity_boxes.ChangeDirection, qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries]])

Bases: object

Methods

as_list()	Creates a list of series corresponding to risk parity boxes.
from_list(list_of_series)	Create a RiskParityBoxes instance from a list of series.

as_list() → Sequence[qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries]

Creates a list of series corresponding to risk parity boxes. Order of series: (growth=RISING, inflation=RISING), (growth=RISING, inflation=FALLING), (growth=FALLING, inflation=RISING), (growth=FALLING, inflation=FALLING).

static from_list(list_of_series: Sequence[qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries]) → qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes

Create a RiskParityBoxes instance from a list of series. The order in the list must be the following: (growth=RISING, inflation=RISING), (growth=RISING, inflation=FALLING), (growth=FALLING, inflation=RISING), (growth=FALLING, inflation=FALLING).