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uncorbets

Uncorrelated Bets via Minimum Torsion Algorithm

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

Versions across snapshots

VersionRepositoryFileSize
0.1.2 rolling linux/jammy R-4.5 uncorbets_0.1.2.tar.gz 26.9 KiB
0.1.2 rolling linux/noble R-4.5 uncorbets_0.1.2.tar.gz 26.8 KiB
0.1.2 rolling source/ R- uncorbets_0.1.2.tar.gz 8.2 KiB
0.1.2 latest linux/jammy R-4.5 uncorbets_0.1.2.tar.gz 26.9 KiB
0.1.2 latest linux/noble R-4.5 uncorbets_0.1.2.tar.gz 26.8 KiB
0.1.2 latest source/ R- uncorbets_0.1.2.tar.gz 8.2 KiB
0.1.2 2026-04-26 source/ R- uncorbets_0.1.2.tar.gz 8.2 KiB
0.1.2 2026-04-23 source/ R- uncorbets_0.1.2.tar.gz 8.2 KiB
0.1.2 2026-04-09 windows/windows R-4.5 uncorbets_0.1.2.zip 30.2 KiB
0.1.2 2025-04-20 source/ R- uncorbets_0.1.2.tar.gz 8.2 KiB

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