What kind of costs are there for a market neutral strategy, besides commisions?
Specifically,
I understand you get less than the risk free rate on cash holdings as a result of short-sale proceeds. How much less than the risk free rate should one expect?
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How many times your portfolio size may you invest in long securities (matched by short securities)?
Specifically,
I understand you get less than the risk free rate on cash holdings as a result of short-sale proceeds. How much less than the risk free rate should one expect?
------------------------------------------------------------------------
How many times your portfolio size may you invest in long securities (matched by short securities)?