16.3.2
Economic Diversification
PYTHON PLUGIN
Real Estate
Portfolio
Description
Strategy 16.3.2: Overweight regions with improving economics
Strategy Logic
Strategy 16.3.2: Diversify by economic region based on employment,
income, and economic activity indicators.
Signal: overweight regions with improving economic indicators,
underweight declining regions. Uses 'region' and optional economic
columns; falls back to momentum as a proxy for economic strength.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| economic_lookback | 63 | int |
| momentum_lookback | 126 | int |
| long_quantile | 0.75 | float |
| short_quantile | 0.25 | float |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 12.0% |
| Stop Loss Pct | 6.0% |
| Take Profit Pct | 12.0% |
| Max Drawdown Pct | 12.0% |