Shannon's demon aka portfolio rebalancing bonus
It is maybe the only holy grail in the financial field

Note: rebalancing cost should be calculated in real life, but for simplicity it is omitted

DONE Simulate one security
DONE Simulate multiple securities
DONE Calculate portfolio without rebalance
DONE Calculate portfolio with periodic rebalancing
DONE Extract metrics from portfolios
DONE Make sure to use streamlit

virtualenv -p python3.9 env && source env/bin/activate && pip install -r requirements.txt
streamlit run main.py

https://portfoliocharts.com/2022/04/12/unexpected-returns-shannons-demon-the-rebalancing-bonus/

https://thepfengineer.com/2016/04/25/rebalancing-with-shannons-demon/

https://matt-rickard.com/shannons-demon

https://www.youtube.com/watch?v=sR2JxfiH7gk