I devised a pair trading strategy going long XXX and short B*YYY. B is the quantity of shares of YYY I need to short.
The problem is I can’t go short on YYY, but there is an inverse ETF for YYY called ZZZ.
Assuming that ZZZ is a good replicator of shorting YYY, how should I calculate the quantities I should buy for XXX and ZZZ to imitate the long/short trade?