16.3
Intra-Asset Diversification
PYTHON PLUGIN
Real Estate
Portfolio
Description
Strategy 16.3: Equal-weight/risk-parity across REIT subsectors
Strategy Logic
Strategy 16.3: Diversify within real estate by geographic area,
property type, and size.
Signal: buy underweight REIT subsectors, sell overweight ones.
Uses equal-weight or risk-parity weighting. Requires a 'sector'
or 'subsector' column, or treats each symbol as its own sector.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| target_weight_method | equal | str |
| drift_threshold_pct | 0.05 | float |
| vol_lookback | 63 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 15.0% |
| Stop Loss Pct | 6.0% |
| Take Profit Pct | 12.0% |
| Max Drawdown Pct | 12.0% |