Bundle Rebalancing

What is Rebalancing?

Rebalancing is the act of adjusting a given portfolio’s distribution of underlying assets. This is a common and important risk mitigation strategy in portfolio management; one especially important to indices with set asset weightings.

Our Solution

Instead of always allowing unconstrained swaps, we’re introducing a new approach that enables continuous rebalancing while constraining earnings of arbitrageurs.

  1. If a given portfolio is open for rebalancing (may be continuous or configurable via internal functionality to constrain swaps), an individual may call the Rebalancer contract to swap BUSD for a desired token on an external DEX, the contract will swap for the target token in the pool, and the output will once again be converted to BUSD through an external DEX.
  2. If the output BUSD is less than the input, the contract will revert. If the operation was profitable, the contract will keep a fixed percentage of the profits for the pool, effectively constraining arbitrage profits on rebalancing.

The DeFi portfolio management protocol.