A New Method for Rebalancing Helps Systematic Models Get Better

By Justin Carbonneau (@jjcarbonneau)—-Talk about the Markets and/or Invest with Justin —-A centerpiece for most systematic investing models is a “refreshing” of the portfolio positions, which is also often referred to as rebalancing. Simply put, on each rebalancing date certain positions are removed from the portfolio and replaced with better scoring stocks based on the strategy being followed. When you run investment models and the underlying company fundamentals and valuations change, it’s important to let… Read More