Enum AllocationMethod 

pub enum AllocationMethod {
    Custom,
    EqualWeight,
    InverseVol {
        lookback: usize,
    },
    Hrp,
}

Allocation method for portfolio composition.

Variants

Custom

Use weights as provided (user-specified).

EqualWeight

Equal weight: 1/N for each leg.

InverseVol

Inverse volatility: allocate inversely proportional to trailing vol.

Fields

lookback: usize

Lookback window in periods for volatility calculation.

Hrp

Hierarchical Risk Parity: correlation-aware diversification weights.

Trait Implementations

impl Clone for AllocationMethod

fn clone(&self) -> AllocationMethod

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AllocationMethod

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for AllocationMethod

fn eq(&self, other: &AllocationMethod) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Eq for AllocationMethod

impl StructuralPartialEq for AllocationMethod