Daily Archives: September 24, 2013

Introducing The Rebalancing Opportunity Index

Rebalancing in one form or another is usually at the heart of success (or failure) in portfolio management. The challenge is distinguishing between those times when the rebalancing opportunity appears comparatively ripe vs. periods when this field is fallow. In a bid to enhance clarity on this critical issue, consider the latest addition to The Capital Spectator’s quantitative toolkit: the Rebalancing Opportunity Index (ROI).

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