|
- UID
- 589652
- 帖子
- 155
- 主题
- 0
- 注册时间
- 2013-9-10
- 最后登录
- 2013-11-4
|
2#
发表于 2013-9-23 19:42
| 只看该作者
equitizing market neutral strategy： add the systematic risk by holding equity future.
alpha beta seperation:
for beta: gain a long systematic risk exposure through a low-cost index, (same as equitizing market neutral strategy)
for alpha: using a pair trade, namely buy undervalued stocks and short overvlaued stock, elminiating the expected systematic risk. |
|
