HierPortfolios

This first release is of this R package is already available on CRAN.

Three hierarchical portfolio allocation strategies are implemented, namely:

Each strategy was implemented in an easy-to-use function: HRP_Portfolio, HACC_Portfolio and HERC_Portfolio.

References

Installation

To install the latest version of this packge use the following commands:

install.packages(“devtools”)

devtools::install_github(“ctruciosm/HierPorfolios”)