okama.Portfolio.weights_ts

property Portfolio.weights_ts

Calculate assets weights time series.

The weights of assets in Portfolio are not constant if rebalancing_period is different from ‘month’.

Returns:

DataFrame

Weights of assets time series.

Examples

>>> import matplotlib.pyplot as plt
>>> reb_period='none'  # The Portfolio is not rebalanced.
>>> pf = ok.Portfolio(['SPY.US', 'AGG.US'], weights=[0.5, 0.5], rebalancing_period=reb_period)
>>> pf.weights_ts.plot()
>>> plt.show()

The weights of assets time series will differ significantly if the portfolio rebalancing_period is 1 year.

>>> pf.rebalancing_period = 'year'  # set a new rebalancing period
>>> pf.weights_ts.plot()
>>> plt.show()