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1/26 of implementation of the fund's newly introduced short-selling component
initial conservative short position of ~5000USD, rounded up to full stock
see team github link for further explanation and logic: github[dot]com/benskub/Investment-Management-2021-overfors
final attempt to get this week's orders in as previous ones bounced back
Long position. Part of our passive small cap healthcare investment strategy. The initial position (~9% of our portfolio @ leverage of 1) is based on our selection of the smallest cap stocks in the S&P 500 Healthcare index in the same proportion as the stock's share of the whole index. The limit of a stock's weight in our portfolio is 15% and rebalancing will be accordingly.
According to the fund's strategy, we sell short 5 % of the S&P 500 large-cap firms that have the highest p/e ratios (i.e. total 25 firms).