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Stop Auto Rebalancing #77

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AhmedEissa123 opened this issue Jan 12, 2023 · 3 comments
Closed

Stop Auto Rebalancing #77

AhmedEissa123 opened this issue Jan 12, 2023 · 3 comments

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@AhmedEissa123
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AhmedEissa123 commented Jan 12, 2023

How do I stop auto rebalancing?
My problem is that I found that the total cumulative return is not the weighted average of the cumulative return of each asset.

@AhmedEissa123
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I found that my calculations were wrong so I’m closing this issue.

@AhmedEissa123
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So after some other calculations, I found that some of your code is wrong (I think).
So the problem with your code is it doesn’t account properly for changing weights over time.
Since, you multiply all the returns data in the get returns function by the same weights.
While actually as the price changes for assets in the portfolio weights also change.

@santoshlite
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Fixed in v2.1.2 of Empyrial!

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