Deuteronomy 17:15-16

15be sure to appoint over you a king the Lord your God chooses. He must be from among your fellow Israelites. Do not place a foreigner over you, one who is not an Israelite.

16The king, moreover, must not acquire great numbers of horses for himself or make the people return to Egypt to get more of them, for the Lord has told you, “You are not to go back that way again.”