RISK PARITY ALLOCATOR ERC

BBobop Tool #77

Enter tickers to compute risk parity allocations

Methods

Inverse Volatility — Weight inversely proportional to realized vol. Simple, ignores correlations. Bridgewater-inspired.

Equal Risk Contribution — Each asset contributes exactly the same marginal risk. Gold standard of risk parity. Iterative solver.

Equal Weight — Naive 1/N allocation. Benchmark to compare against risk-based methods.

Min Variance — Minimize total portfolio volatility. Often concentrates in low-vol assets.

Ready