16.3.1
Property Type Diversification
PYTHON PLUGIN
Real Estate
Portfolio
Description
Strategy 16.3.1: Equal-weight/optimized across property types
Strategy Logic
Strategy 16.3.1: Diversify across property types -- apartments,
offices, industrial, shopping centers.
Rebalance to target weights when portfolio drift exceeds threshold.
Symbols are grouped by a 'property_type' column; absent that, each
symbol is its own group.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| property_types | ['apartment', 'office', 'industrial', 'retail'] | list |
| drift_threshold_pct | 0.05 | float |
| 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% |