3 ms·
How much money have you personally made with this approach?
by AlexCoventry 6y ago
How much money have you personally made with this approach?
- smabie 6y agoMarket neutral strategies really only work with significant access to leverage and favorable financing. Retail investors such as myself are unable to get the kind of juice necessary to run a L/S market neutral strat. Of course, I suppose it would be possible if you discovered some amazing alpha factor. But if you did, you probably would be better just trying to get investors. So in short, the answer is $0. For my personal portfolio, I run (only started recently) a variable leveraged beta strategy that can be described in my three part series: https://cryptm.org/posts/2019/10/04/vol.html https://cryptm.org/posts/2019/10/04/vol.html https://cryptm.org/posts/2020/05/28/vol2.html https://cryptm.org/posts/2020/05/28/vol2.html https://cryptm.org/posts/2020/06/09/vol3.html https://cryptm.org/posts/2020/06/09/vol3.html
- AlexCoventry 6y agoThanks, looks interesting.