As I understand it one could have a maximum of 10 units long and 10 units short.
I have often toyed with the idea that instead of adding additional units into the same security, trying to develop a porfolio of 20 different stocks of 1 unit each. Would this be successful in reducing portfolio heat assuming of course that all 20 stocks were uncorrelated?
The 20 unit maximum rule
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dispassionate
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