Risk Parity & Budgeting with Python | Python for Quant Finance Meetup

Link to the Gist: bit.ly/pqf_risk | This talk from the 23rd Python for Quant Finance Meetup (pqf.tpq.io/) contrasts traditional mean-variance portfolio allocation with the risk parity/budgeting approach. It uses Python, pandas and financial EOD historical financial data from eodhistoricaldata.com/r/?ref=X8R79ISB.