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