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Hierarchical Risk Parity

Hierarchical Risk Parity (HRP) is a risk-based portfolio optimization algorithm, which has been shown to generate diversified portfolios with robust out-of-sample properties without the need for a positive-definite return covariance matrix (Source:
from empyrial import empyrial, Engine
portfolio = Engine(
start_date = "2018-01-01",
benchmark = ["SPY"], #SPY is set by default
portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"],
optimizer = "HRP"