D14 · F02 · A04

Hierarchical Risk Parity

Build a correlation tree, order its leaves, then allocate down the branches. This lab freezes single linkage and inverse-variance recursive bisection; the numbers come from the compiled HRP module.

Choose scenario

0.90

Change correlation, inspect merges, and try the rejection. Invalid input clears the previous table.

Ready
Computed HRP capital weightsThe bars are empty until a valid covariance is computed.

Compute to reveal the tree and weights.

Stages

1 · Distance2 · Merge3 · Allocate4 · Inspect

Stage 1: covariance becomes correlation profile distance. No weights are implied yet.

The canonical calculation is loading.

Keyboard controls outside form fields: Left/Right step through stages, P plays or pauses, R resets.

Evidence boundary

Suspension is not zero risk. The prior Stale-Quote Detector method and 4070.SR event case belong upstream. Split-invalid marks, quantities, and FX basis need evidence clocks; this HRP core accepts only a supplied covariance.