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I am interested in measuring the performance of a variety of rebalance strategies (threshold / interval). For the threshold rebalances you rebalance if weights deviate from some target weight. It would be nice to maybe at a field to the portfolio to have a target weight for each position and an actual weight for each position. perhapses something like this
pubstructPortfolio{// other fieldspubactual_weight:HashMap<Positions,f32>,pubtarget_weight:HashMap<Positions,f32>}
Let me know what you think! I am happy to work on this
The text was updated successfully, but these errors were encountered:
avhz
changed the title
feat: Portfolio to have a get_weights() function or something similar
Feature Request: Implement get_weights() method for PortfolioJul 15, 2024
Idea
I am interested in measuring the performance of a variety of rebalance strategies (threshold / interval). For the threshold rebalances you rebalance if weights deviate from some target weight. It would be nice to maybe at a field to the portfolio to have a target weight for each position and an actual weight for each position. perhapses something like this
Let me know what you think! I am happy to work on this
The text was updated successfully, but these errors were encountered: