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.

Ad Sense Ad Sense


  1. boyband
    August 15th, 2006 | 9:55 am

    wow I made the front page, I’m sitting here with a stupid grin on my face now which means an MD will give me a tedious project soon……

  2. Mr Juggles
    August 24th, 2006 | 4:14 pm

    It was a great comment and more importantly it was entirely true. Great comments will always be recognized — we are an firm which aligns itself with incentives as much as possible.