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Re: SOFR futures
I've read through this thread and tried very hard to understand the difference between using SOFR futures and treasury futures, e.g. ZT, for STT exposure in implementing mHFEA. One thing that doesn't...
View ArticleRe: Modified versions of HFEA with ITT and Futures / Lifecycle Investing with...
Error on my part...thank you for keeping me straight. I still can't get to BTAL being a low beta fund if that argument is being made. At the beginning of the quarterly rebalance it's neutral/no beta...
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