ETF Portfolio Rebalancing
Description
Collection of portfolio rebalance algorithms.
Basis usage:
Fast and intelligent algorithm
var portfolio = new List<ETFItem>
{
new ETFItem("ISIN_1", 0, 10.0m, 0.2m),
new ETFItem("ISIN_2", 0, 20.0m, 0.8m),
};
var input = new RebalanceInput(1000, 2, portfolio);
var algo = new FastButIntelligentAlgo();
var result = algo.Rebalance(input);
foreach(var order in result.Orders)
{
Console.WriteLine($"You should {order.OrderAmount}x {order.ISIN} for {order.CurrentPrice*order.OrderAmount:C}");
}