Market Neutral Strategy Costs, etc

Discussion in 'Professional Trading' started by G_Morgan, Feb 19, 2004.

  1. What kind of costs are there for a market neutral strategy, besides commisions?

    I understand you get less than the risk free rate on cash holdings as a result of short-sale proceeds. How much less than the risk free rate should one expect?


    How many times your portfolio size may you invest in long securities (matched by short securities)?