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Description
- Create Delta Short vector between new asset weights and old weights, and execute as Buy order
- Create Delta Long vector between new asset weights and old weights, and execute as Sell order
- Should new rebalance happen before old completed, then update Delta Short/Long with change of weights
- Conclusion: each Index should always carry rebalace Short/Long vectors, and they should be 0 unless there is rebalance
- Keeper to "poke" the process forward
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