okama.EfficientFrontierReb.rebalancing_period

property EfficientFrontierReb.rebalancing_period

Return or set rebalancing period for multi-period Efficient Frontier.

Rebalancing periods could be: ‘year’ - one Year (default) ‘none’ - not rebalanced portfolios

Returns:

str

Rebalancing period value.

Examples

>>> frontier = ok.EfficientFrontierReb(['SPY.US', 'BND.US'])
>>> frontier.rebalancing_period  # default rebalancing period is one year
'year'

>>> frontier.rebalancing_period = 'none'  # change for not rebalanced portfolios