Daily Archives: 15 November, 2009

I bet you think we are crazy, but performance pair cycles can isolate extreme divergences between highly correlated and similar sector peers too. Starting 24 Oct – 24 Mar, a Long Grasim – Short L&T strategy returned 72%, while from 24 mar  – 1 July, the Short Grasim – Long L&T strategy returned 100%.  The [...]