RiskParityBoxesFactory
- class qf_lib.common.risk_parity_boxes.risk_parity_boxes.RiskParityBoxesFactory(data_provider: AbstractPriceDataProvider, tickers_dict: Optional[dict] = None)[source]
Bases:
object
Makes timeseries for risk parity boxes.
- Parameters:
data_provider (AbstractPriceDataProvider) – reference to a class providing the price data
tickers_dict (dict) – tickers for different economic environments
Methods:
make_parity_boxes
(start_date, end_date[, ...])Downloads the needed data and makes parity boxes.
- make_parity_boxes(start_date: datetime, end_date: datetime, frequency: Frequency = Frequency.DAILY) 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).