Software of Daniel P. Palomar

R packages in CRAN

• riskParityPortfolio: Design of Risk Parity Portfolios [GitHub] 600 downloads in 3 days!!

              Listed in: CRAN Task View on Empirical Finance,  awesome-quant.

• sparseIndexTracking: Design of Portfolio of Stocks to Track an Index [GitHub]

              Listed in: awesome-quant.

• sparseEigen: Computation of Sparse Eigenvectors of a Matrix [GitHub]