16.5
Inflation Hedging Real Estate
PYTHON PLUGIN
Real Estate
Hedging
Description
Strategy 16.5: Increase REIT allocation when inflation accelerates
Strategy Logic
Strategy 16.5: Real estate as an inflation hedge.
Commercial real estate adjusts faster to inflation.
Signal: increase real-estate allocation when inflation is rising
(CPI acceleration). Use the spread between real-estate returns and
inflation as signal. Expects a 'cpi' column in the benchmark data
or a dedicated CPI symbol; falls back to a price-trend proxy.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| cpi_symbol | CPI | str |
| inflation_lookback | 126 | int |
| acceleration_threshold | 0.0 | float |
| sma_period | 21 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 20.0% |
| Stop Loss Pct | 6.0% |
| Take Profit Pct | 15.0% |
| Max Drawdown Pct | 12.0% |