Auto-Rebalancing on Trading Holiday
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Dear @Definedge team, My momentify portfolio is set for auto-rebalance on 10th of each month. This month 10th is a Sunday ; a non-trading day. So will auto-rebalance generate the basket on 10th and execute on 11th May the first trading day after the designated auto-rebalance day? or it will just generate the basket and on Monday morning, i will have to manually execute the basket. Let me know.
EOD Market Analysis | Volatility Cooling, Momentum Expanding