Comments on: ETF hedge funds: The Infinite Monkey Theorem http://allaboutalpha.com/blog/2009/11/23/etf-hedge-funds-the-infinite-monkey-theorem/ A finance blog about hedge funds, portable alpha and alternative investing. Thu, 09 Feb 2012 19:03:08 +0000 http://wordpress.org/?v=abc hourly 1 By: Lurker http://allaboutalpha.com/blog/2009/11/23/etf-hedge-funds-the-infinite-monkey-theorem/comment-page-1/#comment-221075 Lurker Tue, 24 Nov 2009 13:54:01 +0000 http://allaboutalpha.com/blog/?p=7687#comment-221075 It would be interesting to compare the following: (1) results of a long/short arb strategy, over the last 10 years, on the 20 biggest annual acquisitions (2) same, but using the index futures or ETF as the short component (as the MNA fund does) (3) the actual results of actual merger arb hedge funds (is there an index for this?) over the same time frame Shocked Could be enlightening. It would be interesting to compare the following:

(1) results of a long/short arb strategy, over the last 10 years, on the 20 biggest annual acquisitions

(2) same, but using the index futures or ETF as the short component (as the MNA fund does)

(3) the actual results of actual merger arb hedge funds (is there an index for this?) over the same time frame Shocked

Could be enlightening.

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