Arbitrage IRR
Does anyone know reasonable terms to use for an IRR calculation for a short position? What is a reasonable haircut these days and what fees would a prime broker charge (upfront and/or on the carry)?
Anyone know?
Thanks!
Does anyone know reasonable terms to use for an IRR calculation for a short position? What is a reasonable haircut these days and what fees would a prime broker charge (upfront and/or on the carry)?
Anyone know?
Thanks!
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