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I'd like to backtest a simple equally rebalance strategy but instead of rebalancing at regular intervals I'd like to rebalance only when a security weight in the portfolio falls below a threshold. I tried to code this myself but got stuck accessing the current weight of an instrument in the portfolio.
The text was updated successfully, but these errors were encountered:
Hi,
I'd like to backtest a simple equally rebalance strategy but instead of rebalancing at regular intervals I'd like to rebalance only when a security weight in the portfolio falls below a threshold. I tried to code this myself but got stuck accessing the current weight of an instrument in the portfolio.
The text was updated successfully, but these errors were encountered: