Swiss Economicblogs.org
The market leadership of US ’Value' has strengthened considerably in the aftermath of the US elections.The US Value equity strategy’s outperformance has accelerated since the US elections on November 8. Over the 15 trading days following the elections, our Value index returned 9.8% (in US dollars), compared with 8.2% during the preceding six months.Current economic and equity market dynamics reveal an opportunity to arbitrage between two distinct equity investment strategies: US ‘Low Vol’...
Read More »Arbitraging between equity investment strategies
