Custom Rebalancing

You can decide custom dates for rebalancing, by doing this:
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 by default
        benchmark = ["SPY"], #SPY by default
		    rebalance = ["2018-06-09", "2019-01-01", "2020-01-01", "2021-01-01"] #dates of rebalancing
)
​
empyrial(portfolio)
⚠️ In that case, make sure, that the 1st element of the list corresponds to the start_date and the last element corresponds to the end_date which is today's date by default.

Rebalancing - Previous

Calendar Rebalancing

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Global Efficient Frontier

Last modified 1yr ago

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