Changelog

v3

• run on unadjusted price with explicit dividends accounting

v2

• added full portfolio rebalance (33% each slice):
  • when one of the slices (algos) switches the risk on/off mode
  • one a year
• added plotting of the fractions of each slice in portfolio
• some minor refactoring

v1

• basic no leverage strategy implementation
• no rebalancing