Skip to main content

A simple tool helping you to calculate your portfolio rebalancing.

Project description

Investment Rebalancer

Testing Codacy Badge Codacy Badge

Overview

investment-rebalancer is a terminal application that helps one to rebalance one's portfolio. A configuration is used to define the classifications into which you want to divide your portfolio (e.g. regions, factor investing, core/satellite).

Example configurations

70/30 portfolio

This example describes a classic 70/30 portfolio. The portfolio is invested 70% in developed markets and 30% in emerging markets. In this example, the two ETFs Lyxor Core MSCI World and Lyxor MSCI Emerging Markets were chosen as investments.

{
  "classifications": {
    "Regions": {
      "Developed World": {
        "target_allocation": 70.0,
        "assets": ["LU1781541179"]
      },
      "Emerging Markets": {
        "target_allocation": 30.0,
        "assets": ["LU0635178014"]
      }
    }
  },
  "etf": {
    "LU1781541179": {
      "name": "Lyxor Core MSCI World",
      "enabled": true,
      "quantity": 100,
      "ter": 0.12
    },
    "LU0635178014": {
      "name": "Lyxor MSCI Emerging Markets",
      "enabled": true,
      "quantity": 50,
      "ter": 0.14
    }
  }
}

70/30 portfolio with small caps

This example is an extension to the above 70/30 portfolio. Again, 70% of the capital is allocated to developed markets and 30% to emerging markets. In addition to the already existing classification Regions, there is now also a classification Factor. 15% of the capital is supposed to be invested with the factor small caps. The remaining 85% should be invested in large and mid caps. In addition the two ETFs iShares MSCI World Small Cap and SPDR MSCI Emerging Markets Small Cap were selected for this example.

{
  "classifications": {
    "Regions": {
      "Developed World": {
        "target_allocation": 70.0,
        "assets": ["LU1781541179", "IE00BF4RFH31"]
      },
      "Emerging Markets": {
        "target_allocation": 30.0,
        "assets": ["LU0635178014", "IE00B48X4842"]
      }
    },
    "Factor": {
      "Large Cap": {
        "target_allocation": 85.0,
        "assets": ["LU1781541179", "LU0635178014"]
      },
      "Small Cap": {
        "target_allocation": 15.0,
        "assets": ["IE00BF4RFH31", "IE00B48X4842"]
      }
    }
  },
  "etf": {
    "LU1781541179": {
      "name": "Lyxor Core MSCI World",
      "enabled": true,
      "quantity": 200,
      "ter": 0.12
    },
    "LU0635178014": {
      "name": "Lyxor MSCI Emerging Markets",
      "enabled": true,
      "quantity": 50,
      "ter": 0.14
    },
    "IE00BF4RFH31": {
      "name": "iShares MSCI World Small Cap",
      "enabled": true,
      "quantity": 65,
      "ter": 0.35
    },
    "IE00B48X4842": {
      "name": "SPDR MSCI Emerging Markets Small Cap",
      "enabled": true,
      "quantity": 2,
      "ter": 0.55
    }
  }
}

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

investment_rebalancer-1.0.1.tar.gz (10.0 kB view hashes)

Uploaded Source

Built Distribution

investment_rebalancer-1.0.1-py3-none-any.whl (12.7 kB view hashes)

Uploaded Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page