Relative value
Hey monkeys, could someone explain why relative value strategies are considered short vol and the impact it has on expected Sharpe. I've heard this a few times but could never articulate what it means in practice.
Thanks.
Hey monkeys, could someone explain why relative value strategies are considered short vol and the impact it has on expected Sharpe. I've heard this a few times but could never articulate what it means in practice.
Thanks.
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