3 ms·

Would you mind sharing pointers?

• lordnacho 11y ago
  So I had an undergrad do this with his Bloomberg. Well known: Take the S&P 500, rank them by beta. Lop off the highest x%. Say a quarter. Rebuild the index scaled up to match. You can see on a graph that the difference between them grows.
  • isoos 11y ago
    That is not something that prevents losses. I was hoping pointers on those strategies.
  • deleted 11y ago
    [deleted]
• f_allwein 11y ago
  My rule of thumb: anything that sounds too good to be true usually is.