Deuteronomy 17:15-16

15you shall most certainly set a king over you whom the Lord your God chooses. You shall set a king over you from among your countrymen (brothers); you may not choose a foreigner [to rule] over you who is not your countryman.

16Further, he shall not acquire many [war] horses for himself, nor make the people return to Egypt in order to acquire horses [to expand his military power], since the Lord said to you, ‘You shall never return that way again.’