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