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EFTA01386943
y the top 10 and bottom 10 stocks from each remaining sector by tax rate and construct as a equal-weight long-short pair. • Result is DBUSTXHI and DBUSTXLO, tradable on swap in >5100mm/side/day, 1ML flat / 1ML 30 as a pair Resulting construction looks like the below, in each remaining sector. Full comp
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