4 ms·
Huh, TIL, thank you. Seems like MSCI can add new large constituents very quickly as well [1], so to remain neutral to the frenzy until a price has been discove
by lxgr 7mo ago
Huh, TIL, thank you.
Seems like MSCI can add new large constituents very quickly as well [1], so to remain neutral to the frenzy until a price has been discovered, one might need to actively short.
[1] e.g. https://www.msci.com/eqb/methodology/meth_docs/MSCI_GIMIMethodology_Feb2026.pdf https://www.msci.com/eqb/methodology/meth_docs/MSCI_GIMIMeth...