Description
Test whether Rebalanced or Buy&Hold investment portfolios perform better on real-world stock-data.
Paper:
https://ssrn.com/abstract=3847692
Data and computer code:
https://github.com/Hvass-Labs/FinanceOps
00:00 Introduction
02:15 My Supreme Wisdom
07:27 Papers on Rebalancing
09:59 The Problem
11:31 Python Notebook
15:32 Simple Examples
18:05 Daily Rebalancing
27:34 Statistics
41:09 Weekly Rebalancing
43:07 Intraday Rebalancing
(Artwork by M.C. Escher: Day and Night from 1938)