Long/Short

Tax-aware long/short could cut Medicare costs

People hate paying more for Medicare

Jun 10 •

AQR addresses 5 critiques of tax-aware long/short

Illustrations! Numbers! Let's check it out...

Jun 8 •

Tax-aware long/short interest expense probably isn't deductible

It is limited to net investment income (NII) which short-term capital losses floor

Jun 3 •

14 use cases for tax-aware long/short strategies

It goes far beyond offsetting short-term capital gains

May 28 •

AQR's latest: direct indexing "largely ineffective" at culling single-stock risk

Completion portfolios are an incomplete solution

May 16 •

Five big questions from readers about tax-aware long/short strategies

Plus, I'm building a tax-aware long/short simulator

May 4 •

AQR on the record: Critics don't understand tax-aware long/short

Answers to common questions about tax-aware long/short strategies

Apr 27 •

Tax-aware long/short... what if the long is an ETF?

A novel approach to the 130/30 is compelling, but has a few tradeoffs

Apr 20 •

Actual tax-aware long/short financing costs from the marketplace

Benchmarking leverage spreads

Apr 16 •

Tax-aware long/short market map

All the players on one page

Apr 4 •

Tax-aware long/short has a secret weapon

As long positions appreciate, portfolio equity grows and so does margin capacity, acting like a synthetic cash injection that sustains tax-loss…

Apr 2 •

Cliff Asness: "...lying long-only dinosaurs... desperate to stop the bleeding..."

Ignore tax-aware long/short at your peril

Mar 28 •

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