RiskParityBoxes

class qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes(boxes_dict: Mapping[ChangeDirection, Mapping[ChangeDirection, SimpleReturnsSeries]])[source]

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[SimpleReturnsSeries][source]: 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[SimpleReturnsSeries]) → RiskParityBoxes[source]: 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).