This was a popular hedge fund/macro trade for a while. Own stocks over weekends, holidays, over year end, before big announcements and earnings. Own treasuries over auctions and big announcements. Holding unwanted risk and (hopefully) getting paid for it. https://twitter.com/kyled116/status/1469241027726741504 …
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Why not?!

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I wouldn’t say it’s a slam dunk though. Not much follow through.
End of conversation
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