PyFund

>>> from pyfundlib.portfolio import RiskParityAllocator
>>> from pyfundlib.data import DataFetcher

>>> prices = DataFetcher.get_prices(
...     ["SPY", "TLT", "GLD", "DBC", "VNQ"], period="15y"
... )

>>> allocator = RiskParityAllocator(method="erc")
>>> weights = allocator.optimize(prices)

>>> print(weights)
{'SPY': 0.28, 'TLT': 0.41, 'GLD': 0.14, 'DBC': 0.09, 'VNQ': 0.08}

# True risk parity. One import. No configuration files.