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PORTFOLIO_NAME: "Global"
DATA_PATH: "data/"
RESULTS_PATH: "results/"
# Benchmark for the portfolio
BENCHMARK_TICKERS: ["VEA", "VTI"]
BENCHMARK_TICKER_WEIGHTS: [.4, .6]
# Full list of tickers to consider in portfolio.
# To be assigned the appropriate Growth/Inflation environment list below
TICKER_LIST: ["TLT", "BWX", "GLD", "DBC", "VEA", "VTI", "EEM", "EMB"]
CUSTOM_DATA_LIST: [""]
ENVIRONMENTS: ["RISING_GROWTH", "FALLING_GROWTH", "RISING_INFLATION", "FALLING_INFLATION"]
# Good assets for Rising Growth:
# - Equities,
# - Commodities,
# - Corporate credit,
# - EM credit
RISING_GROWTH: ["VEA", "VTI", "EEM"]
# Good assets for Falling Growth:
# - Nominal bonds,
# - Inflation-linked bonds
FALLING_GROWTH: ["BWX", "TLT"]
# Good assests for Rising Inflation:
# - Inflation-linked bonds
# - Commodities
# - Gold
# - EM credit
RISING_INFLATION: ["GLD", "DBC", "EMB"]
# Good assests for Falling Inflation:
# - Equities
# - Nominal bonds (long term?)
FALLING_INFLATION: ["VEA", "VTI", "TLT"]
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