I am trying to test a buy and hold portfolio with rebalancing. Does anyone know how to achieve a weekly rebalance for the stocks in the portfolio. My current allocation is equal weight, but it would be nice to have the ability to rebalance to other weights as well. Any help would be much appreciated.
Co B,
You'll find an example of daily portfolio re-balancing here:
https://www.quantopian.com/posts/olmar-implementation-fixed-bug
The re-balancing on a weekly basis can be achieved with an if-then statement (e.g. "if it is noon on a Monday, then re-balance). I don't have time right now to work up an example, but it is straightforward.
Are you wanting to maintain a specific portfolio balance? For example, a 10%/20%/30%/40% mix of 4 securities?
Grant
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