We’re taking a break from our extended analysis of rebalancing to get back to the other salient parts of portfolio construction. We haven’t given up on the deep dive into the merits or drawbacks of rebalancing, but we feel we need to move the discus...

We’re taking a break from our extended analysis of rebalancing to get back to the other salient parts of portfolio construction. We haven’t given up on the deep dive into the merits or drawbacks of rebalancing, but we feel we need to move the discus...

Our last post on rebalancing struck an equivocal note. We ran a thousand simulations using historical averages across different rebalancing regimes to test whether rebalancing produced better absolute or risk-adjusted returns. The results suggested ...

Our last post on rebalancing struck an equivocal note. We ran a thousand simulations using historical averages across different rebalancing regimes to test whether rebalancing produced better absolute or risk-adjusted returns. The results suggested ...

In honor of National Panda day, I have put together a Stringfest learning guide on pandas, the popular Python module for data analysis and manipulation.  Fun fact: the name pandas comes from so-called “panel data” in econometrics. The primary data structure of interest in pandas is the DataFrame, which is ...

I’ve been wanting to gather data on retail prices for quite some time. Finally, just before Christmas 2019, I had some time on my hands, so I started to put something together. The Plan This was the plan: a fleet of scrapers, each focusing on a specific retailer; the scrapers ...

Back in the rebalancing saddle! In our last post on rebalancing, we analyzed whether rebalancing over different periods would have any effect on mean or risk-adjusted returns for our three (equal, naive, and risky) portfolios. We found little eviden...

Back in the rebalancing saddle! In our last post on rebalancing, we analyzed whether rebalancing over different periods would have any effect on mean or risk-adjusted returns for our three (equal, naive, and risky) portfolios. We found little eviden...