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alistair-marshall / cFIREsim-open

An forked version of the popular retirement calculator (cFIREsim.com) completely in javascript and open-source.
https://alistair-marshall.github.io/cFIREsim-open/
Apache License 2.0
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Add Asset Allocation Experiment code #8

Open alistair-marshall opened 4 years ago

alistair-marshall commented 4 years ago

I do not intend to merge this branch, this pull request has been created so that I can document what changes I have made and the thinking behind them. I intend to keep master close to the original simulation.

This experiment was to see what happens if... Rather than rebalancing each year, we 'rebalance' to avoid selling equities during downturns and keep a reserve of 'safe' assets the rest of the time.

So far, it appears that it does provide a very minor benefit, but this may be down to coding error or many other factors. Further investigation is still required.

alistair-marshall commented 4 years ago

It turns out that this strategy is very similar to OmegaNot, only this one allows the bond allocation to be replenished. Perhaps it should be called NotOmegaNot?