The LONG-SHORT trade focusing deep-in-the-money ADDs and DELs has delivered strong market-neutral returns over the last few weeks and we see more upside over the next few weeks.
What is covered in the Full Insight:
Introduction to TDIV Index Changes
Index Methodology and Rebalancing
Current Capping Flow Expectations
Expected ADDs and DELs
Trade Recommendations and Conclusions
SUMMARY
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