130/30: View from the trading desk
| May 8th, 2007 | Filed under: 130/30 | By: Alpha Male |
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Too often, the non-academic dialogue surrounding emerging investment ideas is the sole domain of asset management marketing departments. So a hat tip goes out to Bernice Miedzinski, one of the smartest and most hedge fund savvy investment consultants in Canada for giving us a heads-up on this letter by New York-based Rosenblatt Securities that discusses implementation issues on the trading desk.
The newsletter covers 130/30 investing from a trader’s perspective – making it very clear that despite all the academic rationale for the strategy, it all boils down to simple short-selling. Trading desks, says Rosenblatt, better get ready for a lot more 1X0/X0…
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[...] All About Alpha on the mechanics of implementing a 130/30 investment strategy. [...]