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 EigenLedger import portfolio_analysis, 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
)

portfolio_analysis(portfolio)

Time periods available for rebalancing are 2y,1y,6m,quarterly,monthly

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