ARBinstruktor
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On the Homepage of Berkshire H. W. Buffet outlines in one of his letters, the ARB - Relation between the Prices of BRK.A and BRK.B.
Has anybody already done the backtest? I have detected the letter only a few weeks ago, and I have put the test on my (quite long) to do list.
Therefore if somebody has done it before, please report!
Another form of ARB could be trading the stock Portfolio (according to the SEC filings) of Berkshire against its stocks. Any insights?
Or a simple PAIR Trade; Berk.A/B versus SPY.Value. ???
Has anybody already done the backtest? I have detected the letter only a few weeks ago, and I have put the test on my (quite long) to do list.
Therefore if somebody has done it before, please report!
Another form of ARB could be trading the stock Portfolio (according to the SEC filings) of Berkshire against its stocks. Any insights?
Or a simple PAIR Trade; Berk.A/B versus SPY.Value. ???
