Is this available at P123? If not, any plans for addition? And what might be a good source to go to if it not available. I want to optimize my strategy book, so any source needs to be able to import a return stream.
Risk parity would be very interesting as well as risk scaling (stdev or momentum/atr or others…)…
Also some risk on/off conditions to switch to a different %s or different book.
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I use risk parity to select my ETFs to control by overall risk. I use P123 for my stock selection.
I use Portfolio Visualizer for risk parity calcuations. If you are considering Portfolio Visualizer they have 3 tiers including a free tier. For the most expensive tier you can upload data from your P123 strategies and include them in your risk parity calculations. Otherwise you may be limited to ETFs.