Quantitative Value Momentum - Large Cap

Investment Process Overview: Rebalancing

• We run the model twice a month to:
  
  

• Buy or sell stocks as required
  
  
• Maintain equally weighted positions within each sector
  
  
• Maintain sector neutrality
  
  

• Individual position sizes are allowed to vary modestly from target levels in order to minimize transaction costs

  

Frequent rebalancing allows us to capitalize on information in a timely fashion.