Sentences with phrase «index arbitrage»

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

Index Arbitrage Meter, which shows you the extent of the premium (or discount) of the lead month futures price above (or below) its fair future value with respect to the index price.

Back in the bear market of 2003, when I was trading index arbitrage, I was getting disillusioned with trading (this happens in bear markets) and was contemplating my next career as a newsletter writer.

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

He worked at Lehman Brothers from 2001 to 2008 — first as an index arbitrage trader and then as head of the ETF trading desk.

Not exact matches

Merger Arbitrage: HFRI ED: Merger Arbitrage Index.

Still, Prof. Patton concluded, most investment bankers and other financiers have little use for economy - wide indices, while commercial investors and their creditors are concerned mainly with arbitrage margins, that is, whether they can buy a property at one price, and sell it at another.

Rebalanced quarterly, the index is comprised of all eligible hedge fund strategies, including but not limited to equity hedge, event driven, macro, and relative value arbitrage, that meet certain criteria include UCITS compliance, net performance reporting, at least biweekly NAV reporting, and at least $ 10 million of assets under management or 6 months of track record.

I would not expect an arbitrage opportunity to exist, because in this case the share price has not necessarily diverged from its index even though it has diverged from its NAV / share.

That means the fund managers not only tracked the indexes perfectly, they even managed to add a little value, probably through activities such as securities lending and arbitrage.

MRGR targets the same mergers, acquisitions or other corporate reorganizations («deals») as the S&P Merger Arbitrage Index (the «index») and is exposed to similar rIndex (the «index») and is exposed to similar rindex») and is exposed to similar risks.

There's indexing, value investing, swing trading, arbitrage, options trading, forex trading, etc..

This is beneficial in times of high interest indexed earnings since positive arbitrage can be achieved between borrowed funds and cash value in the indexed account.

I would like to know about investing in: (1) Gold Mutual Funds (2) Arbitrage Mutual Funds (3) Index Funds Kindly guide w.r.t the above options and viability of the same w.r.t returns and risk.

With index ETFs, arbitrage keeps the price of the ETF close to the value of the underlying shares.

Volume Determination in Stock and Stock Index Futures Markets: An Analysis of Arbitrage and Volatility Effects

What about Index Funds & Arbitrage Funds which is widely recommended for stable income for longterm?

For example, with a current cap rate of 11.5 %, potential arbitrage could be as high as 5.5 % if the index credit reaches the maximum cap rate.

The IQ Merger Arbitrage Index seeks to achieve capital appreciation by investing in global companies for which there has been a public announcement of a takeover by an acquirer.

The book covers a wealth of strategies including indexing, passive and activist value investing, growth investing, chart / technical analysis, market timing, arbitrage, and many more investment philosophies.

Returns for the IQ Merger Arbitrage Index do not reflect the deduction of management fees, taxes and other expenses.The MSCI World Index is a free - float adjusted market capitalization weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expenIndex do not reflect the deduction of management fees, taxes and other expenses.The MSCI World Index is a free - float adjusted market capitalization weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expenIndex is a free - float adjusted market capitalization weighted index that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expenindex that is designed to measure the equity market performance of developed market (performance data assumes reinvestment of dividends, but it does not reflect management fees, transaction costs or other expenses).

Just to play the devil's advocate, Bogle, Malkiel and Sharp appear to say that non-market cap weights in an index represent an attempt to tilt toward value and small cap stocks, and that proponents incorrectly assume the historical premiums on these sub-sectors will persist into the future (investors tend to arbitrage away excess profits once detected).

«QQQ, ®» «NASDAQ - 100 ®» and «NASDAQ Biotechnology Index ®» are trademarks of The NASDAQ OMX Group, Inc. «Standard & Poor's, ®» «S&P, ®» «S&P 500, ®» «S&P MidCap 400, ®» «S&P SmallCap 600, ®» «Standard & Poor's 500, ®» «S&P 500 ® VIX ® Short - Term Futures IndexTM», «S&P 500 ® VIX ® Mid-Term Futures IndexTM», «S&P Merger Arbitrage,» «S&P 500 ® Dividend Aristocrats ®,» «S&P Strategic Futures Index,» «S&P 400 MidCap ® Dividend Aristocrats, ®» certain «S&P Select Industry Indices,» «S&P 500 Ex-Energy Index,» «S&P 500 Ex-Financials Index,» «S&P 500 Ex-Health Care Index,» «S&P 500 Ex-Information Technology & Telecommunication Services Index,» «Dow Jones Index,» «DJ,» «Dow Jones Industrial Average, SM» «The Dow 30, SM» «Dow Jones U.S. Sector Indexes,» «Dow Jones Select Sector Indexes,» and «Dow Jones Brookfield Global Infrastructure Composite Index» are products of S&P Dow Jones Indices LLC and its affiliates.

The article rambles at times, touching on unrelated issues like index funds, capital structure arbitrage, and alternative liquidity structures for bonds.

Both arbitraging strategies are successful, achieving average outperformance of around 10 bps a year versus naïve index trackers since 2002.

Arbitrage trades by these participants narrow the gap between ETF market prices and the net asset values of the indexed shares.

Under the equity fund category, UTI mutual fund offers Sector Funds, Diversified Funds, Theme Based / Specialty Funds, Arbitrage Funds, Tax Saving Funds, ELSS, Pure Index Funds, and Exchange Index Fund.

If the indexed account performs well, there is an opportunity for positive arbitrage on the borrowed funds.

For example, with a current cap rate of 11.5 %, potential arbitrage could be as high as 5.5 % if the index credit reaches the maximum cap rate.