HRP Portfolio Optimizer
- Role —
- Independent builder
- Stack —
- Python, PyPortfolioOpt, yfinance, Walk-forward testing
This project explores portfolio construction with constrained Hierarchical Risk Parity rather than relying on a single allocation rule.
It includes a walk-forward backtesting workflow to keep the evaluation sequence explicit and reduce look-ahead bias. A local dashboard makes allocation outputs and test results easier to inspect.
Focus areas
- Hierarchical risk allocation under practical constraints
- Time-aware validation and reproducible backtests
- Clear presentation of weights, assumptions and results