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)
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from empyrial import empyrial, Engine
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​
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portfolio = Engine(
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start_date= "2018-06-09",
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portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"],
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weights = [0.2, 0.2, 0.2, 0.2, 0.2], #equal weighting is set by default
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benchmark = ["SPY"], #SPY is set by default
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rebalance = "1y" #rebalance every year
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)
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​
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empyrial(portfolio)
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Time periods available for rebalancing are 2y,1y,6mo,quarterly,monthly
Last modified 4mo ago
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