IntermediateLast verified Aug 23, 2026

Rebalancer

Turns valid target weights into a Portfolio rebalance result.

On this page

When to use
Example
Common problems
Next steps

Turns valid target weights into a Portfolio rebalance result.

When to use

Use it after universe, scoring, weights, and applicable constraint checks are complete.

Example

Compare target weights with the current portfolio and handle Completed, No Change, Empty Universe, and Constraint Violation.

Common problems

No Change can be a valid outcome. Do not treat a rebalance result as proof of future live execution.

Next steps

Review the generated Parameters, Outcomes, and Data Ports on this page, then open the related guides for the complete workflow.

Node facts

These facts come from the current Flow Editor node catalog.

Node type: Rebalancer
Activation role: No activation role
Category: Portfolio
Availability: Portfolio only
Modes: Portfolio
Required plan: None
Behavior: Performs an action
Control inputs: 1
Output data types: rebalance Result, leverage Metrics

Parameters

Name	Input type	Requirement	Default	Options and constraints
execution Style	Selection list	Required	immediate	Options: immediate, TWAP, VWAP
max Turnover	Number	Optional	0.3	Minimum: 0; Maximum: 1
rebalance Tolerance	Number	Optional	0.001	Minimum: 0; Maximum: 1
min Trade Size Unit	Selection list	Required	notional	Options: notional, weight Delta
min Trade Size	Number	Optional	0	Minimum: 0; Maximum depends on min Trade Size Unit
execution Window Value	Number	Optional	30	Minimum: 1; Whole numbers only; Maximum depends on execution Window Unit
execution Window Unit	Selection list	Required	minutes	Options: minutes, hours
TWAP Slice Count	Number	Optional	6	Minimum: 2; Maximum: 1000; Whole numbers only
VWAP Max Participation Rate	Number	Optional	0.1	Minimum: 0.01; Maximum: 1
VWAP Fallback Style	Selection list	Required	twap	Options: TWAP, immediate

Primary parameters

execution Style
max Turnover
rebalance Tolerance
min Trade Size

Outcomes

Completed
Constraint Violation
Empty Universe
No Change

Data inputs

Target Weightsweight Vector · Required
Current PortfolioPortfolio · Optional
Constraintsportfolio Constraints · Optional

Data outputs

Rebalance Resultrebalance Result
Leverage Metricsleverage Metrics

IntermediateLast verified Aug 23, 2026

Rebalancer

Turns valid target weights into a Portfolio rebalance result.

On this page

When to use
Example
Common problems
Next steps

Turns valid target weights into a Portfolio rebalance result.

When to use

Use it after universe, scoring, weights, and applicable constraint checks are complete.

Example

Compare target weights with the current portfolio and handle Completed, No Change, Empty Universe, and Constraint Violation.

Common problems

No Change can be a valid outcome. Do not treat a rebalance result as proof of future live execution.

Next steps

Review the generated Parameters, Outcomes, and Data Ports on this page, then open the related guides for the complete workflow.

Node facts

These facts come from the current Flow Editor node catalog.

Node type: Rebalancer
Activation role: No activation role
Category: Portfolio
Availability: Portfolio only
Modes: Portfolio
Required plan: None
Behavior: Performs an action
Control inputs: 1
Output data types: rebalance Result, leverage Metrics

Parameters

Name	Input type	Requirement	Default	Options and constraints
execution Style	Selection list	Required	immediate	Options: immediate, TWAP, VWAP
max Turnover	Number	Optional	0.3	Minimum: 0; Maximum: 1
rebalance Tolerance	Number	Optional	0.001	Minimum: 0; Maximum: 1
min Trade Size Unit	Selection list	Required	notional	Options: notional, weight Delta
min Trade Size	Number	Optional	0	Minimum: 0; Maximum depends on min Trade Size Unit
execution Window Value	Number	Optional	30	Minimum: 1; Whole numbers only; Maximum depends on execution Window Unit
execution Window Unit	Selection list	Required	minutes	Options: minutes, hours
TWAP Slice Count	Number	Optional	6	Minimum: 2; Maximum: 1000; Whole numbers only
VWAP Max Participation Rate	Number	Optional	0.1	Minimum: 0.01; Maximum: 1
VWAP Fallback Style	Selection list	Required	twap	Options: TWAP, immediate

Primary parameters

execution Style
max Turnover
rebalance Tolerance
min Trade Size

Outcomes

Completed
Constraint Violation
Empty Universe
No Change

Data inputs

Target Weightsweight Vector · Required
Current PortfolioPortfolio · Optional
Constraintsportfolio Constraints · Optional

Data outputs

Rebalance Resultrebalance Result
Leverage Metricsleverage Metrics

When to use

Example

Common problems

Next steps

Node facts

Parameters

Primary parameters

Outcomes

Data inputs

Data outputs

Related documentation

When to use

Example

Common problems

Next steps

Node facts

Parameters

Primary parameters

Outcomes

Data inputs

Data outputs

Related documentation