Hedge Fund Shorts – More Alpha than Meets the Eye?Mark Melin
The short end of the long / short ratio has been much maligned. In July, for instance, shorts shorts subtracted -5.1% from hedge fund performance, according to a Morgan Stanley Prime Brokerage report out Thursday. Five of the last six months the short end of the long / short ratio was negative. But while longs have outperformed, the contribution of short alpha has been under-represented in performance attribution. Don’t be dissuaded by . . .
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