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Omega


Total Posts: 428
Joined: Jul 2006
 
Posted: 2018-03-18 10:09
If there was a fall in the stock market how does that affect the repo funding curve? I would have thought there is more demand to borrow stock to short and less demand for cash so being long equity short the future becomes more profitable than before....

HitmanH


Total Posts: 451
Joined: Apr 2005
 
Posted: 2018-03-18 18:41
Not looked at but super interesting...
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