cwallwor/rebalance

Backtest 1000's of simulations and rebalance your portfolio with the same algorithm.

rebalance

Contributors: Chris Wallwork, Carter Carlson

This repository merges two similar repositories:

• crypto-simulations
  • Simulates rebalancing a randomly selected basket of 5 coins 250 times and records the total value of the portfolio over the course of the simulation.
  • Compares overall hodl performance to rebalanced performance.
• transaction-log
  • Rebalances a specific basket of coins and captures details of the transactions
  • Can be simulated or used for personal rebalancing

While the two repositories have similar purposes, they were made separately and have different code structures:

• crypto-simulations
  • Code structure: many separate lists and zips the lists together
  • Pros: optimizes simulation speed for hundreds of backtests
  • Cons: Hard to understand code, not suitable for adding transaction documentation.
• transaction-log
  • Code structure: portfolio object, methods for portfolio class are outside the class in functions
  • Pros: accurate documentation of transactions, code is easier to follow
  • Cons: cannot scale to multiple backtests, calculations still needed for summary, outside functions for the portfolio should be a method inside the portfolio class

Once completed, the new code structure will have:

• A portfolio object summarizing performance, including a list of coin objects
• Coin objects for each coin in the portfolio, including coin performance and transactions
• A transaction object inside each coin, containing all relevant coin transactions