borrow availability
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Jun 10, 2019 by Patrick O'Shaughnessy · across every show →
Everything said about borrow availability, oldest first
Jun 10, 2019 bearish
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.”