Rebalancing is a very important feature to save time. To setup the rebalancing mechanism you have to carefully follow these steps. 

Setup

Step 1 - Follow the Quick Setup here 

Step 2 - Setup a portfolio type

A portfolio can be set in a Strategy mode or a Model rule based. This can be changed individually on each portfolio page. 

What is the difference?

Strategy will follow investment objectives for exemple 10% bonds 30% equity. The artificial intelligence will then find optimal solution to reach these objectives. Rebalancing is looking asset classes, currencies, countries, industries and risk.

Model will follow a precise list of securities. The artificial intelligence will then find % of each security you should buy or sell. Obviously it will also prevent you to build transact on non-eligble securities - securities that are not on the compliance list specified. 

Then you change the type and Save. 

Step 3 - Link a portfolio to a compliance list 

Bravo ! 👏👏👏 Your portfolio are now ready for rebalancing. Following the previous steps is mandatory otherwise you will not find a relevant rebalancing. 

Rebalance

You will find three ways to rebalance a portfolio : 

Portfolio Type Model 

  1. Go to Company 
  2. Go to Model 
  3. Go to Rebalance or Trade Blotter 

or 

  1. Go to Portfolio
  2. Click on Rebalance button you will find below the Overview 

Click on rebalance and you can then create a detailed rebalance file and store "Exclusion visa" if a security is not eligible! This explanation will automatically be stored into the Call Report.


Portfolio Type Strategy

  1. Go to a portofolio 
  2. Click on SWAP 
  3. Spot the most adequate alternative - as you see here InvestGlass Artificial intelligence will extract securities similarity but also spot portfolio impact. If you wish to override the automatic filter, you can click on show filter. 

4. Change the filters

5. Click on "Apply"
6. Swap with the new quantity and new security 

Setting Drift Tolerance 

Drift tolerance is setup for each portfolio individually.

Go to a portfolio.
Click on ACTIONS
Click on EDIT
Change Acceptable Drift level
Click SAVE
Would you like to change the whole company's portfolio Acceptable Drift please contact us. 




Well done ! 🕺 You are now an InvestGlass professional user!

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