Hot off the press, @Finominally out with a new piece on rebalance timing luck in factor investing insights.finominal.com/research-timin…

I've written a number of papers on the same topic (and one on timing luck in factor portfolios specifically). You can check them out here: thinknewfound.com/rebalance-timi…

@choffstein Any thoughts on using momentum/trend to help time rebalancing portfolios? "Strategic Rebalancing" paper seems to suggest simple heuristics delaying rebalancing while assets trending down seem to reduce overall draw downs papers.ssrn.com/sol3/papers.cf…