rebalancing_strategy

property Portfolio.rebalancing_strategy

Return rebalancing strategy of the portfolio.

Rebalancing is the process by which an investor restores their portfolio to its target allocation by selling and buying assets. After rebalancing all the assets have original weights.

Rebalancing period (rebalancing frequency) is predetermined time intervals when the investor rebalances the portfolio.

Returns:

Rebalance

Portfolio rebalancing strategy.

Examples

>>> pf = ok.Portfolio(
...     assets=["SPY.US", "AGG.US"],
...     weights=[0.5, 0.5],
...     rebalancing_strategy=ok.Rebalance(period="year", abs_deviation=0.05),
... )
>>> pf.rebalancing_strategy
Rebalance(period='year', abs_deviation=0.05, rel_deviation=None)