Risk Parity

5f456627fedae83924931070

Configures how policy weights are calculated.

Tells the algorithm how much historical data to use for the policy calculation. Look-back periods are treated as out-of-sample in order to reduce hindsight bias.

Policy Report

Report Calculation Metrics

The report was run on 2023-01-30 and took 22.010660864s to complete.

Expected Risk

14.51%

Unique Bets

2.18