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Results tagged with arbitrage
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user 2916
The simultaneous purchase and sale of a financial security in order to profit from the difference in the security price during the trading activity.
15
votes
3
answers
12k
views
Volatility arbitrage - how is the profit extracted?
Is there any paper that describes in detail how the profit is extracted in directional volatility bet (vol arb)? I mean in the case that I bet the realized volatility will be lower than currently impl …
- 355
5
votes
1
answer
1k
views
Calculating most profitable arbitrage orders on multiple market with fixed and variable fees
stock/commodity/whatever, and the markets differ in both variable fees (which are in % of the trade order) and fix fees (which are in absolute number of $ per trade order), and suppose there exists an arbitrage …
- 355
4
votes
4
answers
1k
views
Trading spot volatility
I am reading a paper that very briefly talks about some volatility arbitrage strategies. It's so brief that I do not exactly understand how it works. … The other arbitrage strategy is supposedly based on volatility smile: "short stock smile, long stock volatility". So unless there is a way to trade spot volatility, this seems like a contradiction. …
- 355
1
vote
2
answers
272
views
Harnessing small correlations for reliable profit
I can only think of some kind of relative value arbitrage. …
- 355