This is an implementation of the equal weighted risk contributions algorithm (6) outlined in "On the properties of equally-weighted risk contributions portfolios" by Maillard, Roncalli, and Teiletche available here.
You can pip install this package from github, i.e.
pip install git+git://github.com/matthewgilbert/erc.git@master
numpy
scipy
For testing also requires
coveralls
flake8
pytest-cov