portfolioBacktest
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Allow for different rebalancing schedules
In the current package version, one can specify every how many days the portfolio needs to be rebalanced/reoptimized (with the arguments optimize_every
and rebalance_every
. However, one may want to specify a different rebalancing schedule, like every Monday or every last day of the month.
This feature will be added, hopefully in a way that the interface is still clean and simple.