Mike,
Does the market model ever go short, or is it a long stock/long cash function only?
Mike,
Does the market model ever go short, or is it a long stock/long cash function only?
adam,
The Market Model does not currently go short. I asked the maker of the model this very question myself. They are considering attempting to extend the model to the short side but have not done so yet. I almost have the model put into excel. I may take a stab myself with a short side extension.
Mike Scott
Cloverdale, CA
Good - look forward to your findings.