Developer Training

Exppected Outcomes:

• Build a simulator to simulate the holy grail strategy of Ray Dalio, described on this video https://youtu.be/Nu4lHaSh7D4

install

pip install -r requirements.txt

usage:

python simulator.py --savefigure False
# specific correlation list
python simulator.py --correlations 10,20,30,40,50,60

# specific correlation list and risk
python simulator.py --correlations 10,20,30,40,50,60 --risk 20

Example of results:

result of original:

resource: https://dvcadmael.com/blog/the-holy-grail-dalio.html (thanks mate!)