Borrow Availability
topic on 1 show · 1 statements across 1 episodes
1 statements about Borrow Availability, every show
O'Shaughnessy: Borrow Costs and Volatility Eliminate Quantitative Short Paper Alpha
“Most of the stuff that screens as screaming shorts and in a paper portfolio works incredibly well. You have incredible problems with borrow availability, with borrowing cost, which often instantly removes the paper alpha and with volatility.”