rebalancing_strategy

property EfficientFrontier.rebalancing_strategy

Rebalancing strategy used to compute portfolio return series during optimization.

Only rebalancing_strategy.period is used in the optimization; abs_deviation and rel_deviation are ignored.

Returns:

Rebalance

Rebalancing strategy.

Examples

>>> frontier = ok.EfficientFrontier(["SPY.US", "BND.US"])
>>> frontier.rebalancing_strategy.period
'year'

>>> frontier.rebalancing_strategy = ok.Rebalance(period="none")