Using time series analysis for rebalancing

Has anyone done any work to use time series analysis to analyze a portfolio's value or return and then estimate where it will go, and then use that estimation for rebalancing. For example we predict that the portfolio is going to go down therefore we rebalance. This could also be applied to some sort of reinforcement learning. Anything would be much appreciated.

Submitted October 09, 2020 at 03:14PM by dial0663
via https://ift.tt/3iOOB2m

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