Portfolio rebalancing with bandwidth method in python

Question

We need to calculate a continuously rebalanced portfolio of 2 stocks. Lets call them A and B. They shall both have an equal part of the portfolio. So if I have 100$ in my po

Answer 1

What about this:

df["d"]= [0,0,0,0,0,0,0,0,0,0]
df["t"]= np.arange(len(df))
tol = 0.05

def flex_relative(x):
    if df.ibm/df.ibm.iloc[df.d].values < df.ford/df.ford.iloc[df.d].values * (1+tol):
        return  df.iloc[df.index.get_loc(x.name) - 1]['d'] == df.t
    elif df.ibm/df.ibm.iloc[df.d].values > df.ford/df.ford.iloc[df.d].values * (1+tol):
        return df.iloc[df.index.get_loc(x.name) - 1]['d'] == df.t