I am trying to implement a long short model on world market indices. Any references to studies with regards to Large cap vs Mid Cap Long/Short Strategy employed by Hedge funds would be helpful!
Jean-Claude Juncker, the EU’s ‘Mr Euro’, has given the clearest warning to date that the world authorities may take action to halt the collapse of the dollar and undercut commodity speculation by hedge funds.
Momentum traders have blithely ignored last week’s accord by the G7 powers, which described "sharp fluctuations in major currencies" as a threat to economic and financial stability.
The euro has surged to fresh records this week, touching .5982 against the dollar and £0.8098 against sterling yesterday.
http://www.telegraph.co.uk/money/main.jhtml?xml=/money/2008/04/18/cneuro118.xml
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