Overnight long-short positions?

Discussion in 'Prop Firms' started by Traveler, Jan 28, 2010.

  1. Are hedged long-short portfolios at most prop firms self-financing? If not, what is the typical spread between the debit and credit interest rates?
  2. At IB, it's a little over 1% for 100k long-short, basically 1% on the debit and 0% on the credit side.
  3. Anyone? No one knows hows much it's costing to keep an equal-dollar long-short portfolio overnight? Not talking about margin or risk, just the net financing cost. Assume no dividends.
  4. Anyone? Feel free to PM me if you don't want it public.
  5. bump