Asset Allocation: Equal Weight Rebalanced Monthly

This asset allocation strategy is implemented using a money management script that rebalances your portfolio monthly and adjusts the open positions by making sure they are equally weighted.

At the beginning of a new month (Monday), this asset allocation strategy loops through open positions, calculates the ideal size (total equity divided by number of allowed positions) then scale-in and scale-out open position to ensure that they all have an equal weight. For each open trade, the difference of the current equity and the expected equity is calculated. This value is then divided by the current security price to get the number of shares that must be added or subtracted from the position.

For long positions, if the number of shares is negative and then an order (at the open of tomorrow) to buy these shares is initiated. If that number is positive then an order to short/sell these shares is initiated. The opposite logic is applied to short positions.

The money management script can be applied to long and short trading systems and to any type of assets (Stocks, ETFs, futures...)

Technical Analysis

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Fundamental Analysis

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• Earnings: EPS Estimates
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• NSE Indices - P/E, P/B & Div. Yield values
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