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- 2011-7-2
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- 2015-12-8
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In a market neutral strategy, you're trying to manage your overall beta to 0, or around it at least. So based on your example, I would think they have a net short position (negative beta) and want to equitize their cash in order to bring beta to 0 by purchasing index futures or ETFs.
NO EXCUSES |
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发表于 2011-7-11 19:11
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