Questions tagged [market-neutral]

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How to implement industry neutralization?

How do you implement industry neutralization in S&P top 3000/top200? Market neutralization is straightforward but how do you assigns weights to the industries and then to stocks in it?
3
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1answer
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Dollar-Neutral in addition to Market-Neutral?

What is the point/benefit of using a dollar-neutral strategy in addition to a Beta-neutral strategy? What exactly does a dollar-neutral strategy buy the investor? What's useful about balancing long ...
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References about market neutral portfolios that isolate unsystematic risk

I am looking for references, information, backtests etc. about market neutral portfolios that go long the index and short stocks of that index with high unsystematic (idiosyncratic) risk. The idea is ...