Information on Index Rebal Arbitrage
Hi,
Anyone familiar with equities index rebal strategies? This is one area under the the even driven / arb umbrella that I've always been keen to learn more about but never had the resources. I'm familiar with how it works on a rudimentary conceptual level.. but would be greatly appreciated if anyone can point to resources or share their understanding on how to actually manage the strategy at a granular level. IOW, how to actual do index rebal arb?
Thanks so much,
There’s not much written here which is part of why this still works.
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