PRISM workflow / index rebalance
The index moves.
Translate the change.
Turn new index membership and target weights into a constrained rebalance for the portfolio you actually hold.
Identify additions, removals, and changes in the eligible investment universe.
The working model
From a new index
to an executable proposal.
The target describes where to go. Holdings and trading rules determine the available route.
Read the target change
Bring the updated universe, target weights, and effective date.
Respect the actual book
Include current positions, exclusions, cash, and trading bounds.
Check the proposed rebalance
Evaluate target alignment, turnover, transaction costs, and feasibility.
The review record
Rebalance proposal
- Index
- New membership + weights
- Book
- Current positions
- Rules
- Restrictions + bounds
- Output
- Proposed orders
From computation to action
A clear bridge
from weights to trades.
Review membership changes, allocation differences, and proposed orders in the same decision record.
Scope & evaluation
This illustration describes the workflow and does not calculate a financial result. Model features, data requirements, deployment, and acceptance criteria are agreed during scoping. The published benchmarks apply to their stated workloads; they do not establish live execution, realized savings, or performance for this specific account or book.
Work with Asymmetry