The Do-It-Yourself Market-Neutral Portfolio [View article]
This is a really thought provoking (and well written) article -- thank you.
Question: is your analysis based just on back-testing? Could we find that stocks or funds with energy exposure do indeed exhibit correlation with the broad market going forward if there's an economic downturn?
The Do-It-Yourself Market-Neutral Portfolio [View article]
Question: is your analysis based just on back-testing? Could we find that stocks or funds with energy exposure do indeed exhibit correlation with the broad market going forward if there's an economic downturn?