Guys
Please tell profits/alpha/beta in following strategies? a) Equitizing long short b) Portable Alpha c) Alpha beta seperation ? Totally confused
Guys
Please tell profits/alpha/beta in following strategies? a) Equitizing long short b) Portable Alpha c) Alpha beta seperation ? Totally confused
s2000magician , pokhim?
I dnt completely understand ur question, but;
a) Has some Beta as and is generating alpha on both the long and the short side
b) Portable alpha is 0 beta, all alpha, generating alpha on the long and short side.
c) similar to portable alpha
Tanx