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Calendar Rebalancing
Calendar rebalancing is the most rudimentary rebalancing approach. This strategy simply involves analyzing the investment holdings within the portfolio at predetermined time intervals and adjusting to the original allocation at the desired frequency. (Source: Investopedia)
from empyrial import empyrial, Engine
portfolio = Engine(
start_date= "2018-06-09",
portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"],
weights = [0.2, 0.2, 0.2, 0.2, 0.2], #equal weighting is set by default
benchmark = ["SPY"], #SPY is set by default
rebalance = "1y" #rebalance every year
)
empyrial(portfolio)
Time periods available for rebalancing are
2y,1y,6m,quarterly,monthlyLast modified 5mo ago