As far as I know, ALF isn't technically market neutral, they describe it as "a directional equity long/short investment strategy", ie: variable beta. But in practice they do seem to keep a fairly neutral overall exposure?
WGF is described as market neutral. It does have the complication of all the 'free' options hanging over it though, since it's still new.
Anyone else know more about the differences between the two?
Ann: Net Tangible Asset Backing, page-6
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