From 92f2ded0fdecafe046a30e4d6d72ead677cc7501 Mon Sep 17 00:00:00 2001
From: robertmartin8 <martin.robertandrew@gmail.com>
Date: Sat, 29 Aug 2020 14:33:22 +0800
Subject: [PATCH] removed unfinished notebook

---
 cookbook/HierarchicalRiskParity.ipynb | 88 ---------------------------
 1 file changed, 88 deletions(-)
 delete mode 100644 cookbook/HierarchicalRiskParity.ipynb

diff --git a/cookbook/HierarchicalRiskParity.ipynb b/cookbook/HierarchicalRiskParity.ipynb
deleted file mode 100644
index 9115cd1..0000000
--- a/cookbook/HierarchicalRiskParity.ipynb
+++ /dev/null
@@ -1,88 +0,0 @@
-{
- "cells": [
-  {
-   "cell_type": "markdown",
-   "metadata": {},
-   "source": [
-    "# Hierarchical Risk Parity Portfolio\n",
-    "\n"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "import pandas as pd\n",
-    "from pypfopt import HRPOpt, risk_models, plotting, DiscreteAllocation\n",
-    "\n",
-    "\n",
-    "df = pd.read_csv(\"tests/stock_prices.csv\", parse_dates=True, index_col=\"date\")\n",
-    "print(df.shape)\n",
-    "df.tail()\n"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "returns = risk_models.returns_from_prices(df)\n",
-    "hrp = HRPOpt(returns)\n",
-    "weights = hrp.optimize()\n",
-    "hrp.portfolio_performance(verbose=True);"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "plotting.plot_dendrogram(hrp);"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "da = DiscreteAllocation(weights, df.iloc[-1], total_portfolio_value=10000)\n",
-    "w, leftover = da.lp_portfolio()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "plotting.plot_weights(weights);"
-   ]
-  }
- ],
- "metadata": {
-  "kernelspec": {
-   "display_name": "Python 3",
-   "language": "python",
-   "name": "python3"
-  },
-  "language_info": {
-   "codemirror_mode": {
-    "name": "ipython",
-    "version": 3
-   },
-   "file_extension": ".py",
-   "mimetype": "text/x-python",
-   "name": "python",
-   "nbconvert_exporter": "python",
-   "pygments_lexer": "ipython3",
-   "version": "3.7.5"
-  }
- },
- "nbformat": 4,
- "nbformat_minor": 2
-}