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new function for calculating SDA #453

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new function for calculating SDA #453

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cjyetman
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closes #433

This PR implements a new SDA calculating function. It has substantially different api and behaviour, and it is intended to completely replace the old, problematic sda_portfolio_target().

This is a draft. It includes an example usage script which should not be included if/when this is merged.

@cjyetman cjyetman marked this pull request as draft May 14, 2021 13:54
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significant work is still required to implement the "market adjustment" part of the calculation

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relevant info about the "market adjustment"
image

@AlexAxthelm AlexAxthelm marked this pull request as ready for review September 11, 2022 10:44
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@cjyetman @jdhoffa Move to close this PR without merging.

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since this repo is deprecated, and this issue is tracked here https://github.com/RMI-PACTA/pacta.data.preparation/issues/127 and here https://github.com/RMI-PACTA/pacta.portfolio.analysis/issues/81, I agree

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Bug in sda_portfolio_target()
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