Volatility arbitrage is a strategy that takes advantage of discrepancies in implied volatility between options contracts. This strategy requires a deep understanding of volatility dynamics and ...
Capital structure / volatility arbitrage strategies generally produced positive returns in November. Within the convertible bond space, a heavy representation from the volatile digital assets-related ...
Several trading techniques—including gamma trading, delta hedging, and volatility arbitrage—allow traders to take offsetting positions in different financial products tied to the same ...
Of course, every flashy financial strategy comes with risks. If the stock calms down, these volatility-driven arbitrage opportunities could vanish, leaving idle and stranded the wind turbines of ...
The year 2022, on the other hand, differed as SPACs cooled off and volatility heated up: The fund lost roughly 3.3%, but that was still (slightly) less than the relative value arbitrage ...
If investments are for less than a year, short term capital gains tax of 20% will be applicable. Volatility in the stock ...
This fund combines two primary complementary strategies: convertible arbitrage, which typically benefits from rising volatility, and hedged equity, which benefits from falling volatility.
As previously reported, Argus downgraded Arcadium Lithium (ALTM) to Hold from Buy. The company announced that it was being acquired by Rio ...