More On Russian Legs from Reader

by Johnny Debacle

Great alternative strategy proposed by reader Boyband, in the comments section of our Long Russian Legs report:

Well it all comes down to cost of carry, Russian [women asssets] have a carry rate proportional to a) blondeness and b) leg length (this is a simplified model).

The optimum strategy, I believe is to be short a Russian [women asset] – thus creating funding and long a Pole/Czech [women asset] – who have similar characteristics yet are much lower maintenance thus creating a trade with many of the benefits of being long Russian but with a positive cost of carry.

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