class qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxesFactory(data_provider: qf_lib.data_providers.abstract_price_data_provider.AbstractPriceDataProvider, tickers_dict: dict = None)[source]

Bases: object

Makes timeseries for risk parity boxes.

  • data_provider (AbstractPriceDataProvider) – reference to a class providing the price data

  • tickers_dict (dict) – tickers for different economic environments


make_parity_boxes(start_date, end_date, …)

Downloads the needed data and makes parity boxes.

make_parity_boxes(start_date: datetime.datetime, end_date: datetime.datetime, frequency: qf_lib.common.enums.frequency.Frequency = <Frequency.DAILY: 252>)qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxes[source]

Downloads the needed data and makes parity boxes. Each box is one series of returns (starting at the first date after start_date and ending at the end_date).