More On (no pun intended) The Myth Of The Perfect Hedge, or Sic Transit Gloria Bear

More On (no pun intended) The Myth Of The Perfect Hedge, or Sic Transit Gloria Bear

"The large position size required to extract reasonable returns out of relative value trades can also cause a number of problems. First, as was made clear with LTCM, these positions are very hard to l ... (to read the remainder of this article, please log in below.)

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