市场中性

嗨，爱思考的PZer你好：

老师，市场中性就是β netural吗？——对的

老师您好， 什么是市场中性，是常态吗，还是像市场有效假说的那种假设类东西？——非常态，必须是组合对冲掉β构建出来的

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

嗨，爱思考的PZer你好：

市场中性策略就是Equity Market Neutral

有以下特征

•Return: Modest return profiles, with portfolios aimed to be market neutral.

•Leverage: limited partnerships are the preferred vehicle

•Quantitatively driven process: uses a substantial amount of leverage

•Discretionary EMN managers: with significantly less leverage

•Risk and Cost

•Leverage risk and Tail risk

•High levels of diversification and liquidity and lower standard deviation of returns.

•Investment horizon: Shorter horizons and more active trading

•Attractiveness of non-trending or declining markets. Preferred replacements for fixed-income managers

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加油吧，让我们一起遇见更好的自己！