November 03, 2015

By cataloguing the different economic shocks, we can identify the adjustment process to the new equilibrium and the pattern of relative performance. We believe that we can anticipate these responses and the changes in the beta for the different sectors during the various shocks. What we have in mind here is a strategy that takes advantage of the changing response of the different sectors to different economic shocks and those are reflected as temporarily different beta for the different sectors.

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