Hello, I am interested in testing Joel Greenblatt's magic formula with monthly rebalancing for 15 years on QuantConnect. I found the code in https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/Alphas/GreenblattMagicFormulaAlpha.py which looks like daily rebalancing. Could it run with monthly rebalancing and how to modify it to trade monthly? Thanks. 

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