Actionable Risk Opportunities, Tactical Musings and Timing Indicators for Investors
Friday, November 30, 2012
Just a note that today is rebalance day for the LM and TAQK models. In order to maintain alignment with the posted model metrics position sizing in sim or other tracking accounts should be rebalanced per the rebalance calculator you have been provided. Delaying rebalance trades for a day or so Monday typically has minimal impact on net returns since these are delta neutral portfolios.