Strategies · Core
Betting Against Beta in International Equities
The same BAB recipe on country indexes or international stocks — low-beta vs high-beta outside the US single-name tape.
Definition
Apply beta sorts to country futures/ETFs or to local stock universes. Long low-beta countries (or names), short high-beta, beta-adjust. FX hedging is a design choice.
Why it matters
It tests whether BAB is a US microstructure story or a broader leverage-constraint premium.
Case
High-beta EM vs low-beta defensives through a dollar squeeze. Country BAB can be a dollar/risk-on trade.
How to read it
Index vs single-name, FX hedge, and funding. Do not assume US BAB stats transfer.
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