Given a pair of perfectly negatively correlated assets? thanks
Construct a 50/50 portfolio of the two?
duh!! I’ve been staring at problems too long. Market neutral, pairs trading, stat arb, long short funds, etc try to achieve this in general
Given a pair of perfectly negatively correlated assets? thanks
Construct a 50/50 portfolio of the two?
duh!! I’ve been staring at problems too long. Market neutral, pairs trading, stat arb, long short funds, etc try to achieve this in general