short gross

1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Apr 12, 2021 by Yen Liow · across every show →

Everything said about short gross, oldest first

Apr 12, 2021 negative
Insight
Liow: Mandating fixed short gross exposure drives short book underperformance
“I think another material source of short underperformance is if you have to run at a certain level of short gross, you will jam it.”
Yen Liow Apr 12, 2021 ▶ 37:52 Yen Liow - The Quest for the Right Tail at Aravt Global (Capital Allocators, EP.188)
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