The Long Beta Short Volatility Trade...
Started by
kaiser soze
, Jun 25 2007 05:13 PM
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#1
Posted 25 June 2007 - 05:13 PM
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The lower beta indices sharply outperformed the higher beta ones. The Major Market Index closed a quarter percent higher on the day. Maybe its just compensting for the whacking the higher cap indices received on Friday. Or maybe the onset of lower risk appetite ?