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Portfolio Management

Portfolio Rebalancing & Optimization

Rebalance to target allocations with the Rebalancer and Optimizer tools

1 min read 190 words rebalancing optimizer allocation strategy

Portfolio Rebalancing & Optimization

Rebalancer

The Rebalancer tool aligns your portfolio to target allocations.

How to Use

  1. Go to Rebalance
  2. Select your portfolio
  3. Set target allocations by sector or by holding
  4. Review suggested buy/sell trades
  5. Execute or export the trade list

Strategies

  • Threshold-Based — Rebalance when drift exceeds a set % (e.g., 5%)
  • Calendar-Based — Rebalance quarterly or annually
  • Hybrid — Quarterly rebalance + drift threshold trigger

Portfolio Optimizer

The Optimizer uses Modern Portfolio Theory (MPT) to find the efficient frontier:

  • Max Sharpe — Maximize risk-adjusted return
  • Min Variance — Minimize portfolio volatility
  • Max Return — Maximize expected return for a given risk level
  • Risk Parity — Equal risk contribution from each holding

Alpha Optimizer

The Alpha Optimizer goes beyond MPT with:

  • Live FMP beta for every holding
  • Factor-based optimization
  • Constraint-aware allocation (min/max position sizes)
  • Transaction cost modeling

Tax-Aware Rebalancing

The tools flag positions where selling triggers short-term capital gains. Consider:

  • Directing new cash to underweight positions
  • Waiting for long-term holding periods
  • Using Tax-Loss Harvesting to offset gains
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