Sentences with phrase «arbitrage play»
The phrase "arbitrage play" refers to a strategy in which someone takes advantage of price differences in different markets to make a profit. It involves buying or selling an asset in one market and simultaneously selling or buying it in another market for a higher price, making money from the price discrepancy. Full definition
He also owns seven closed - end funds as arbitrage plays: he bought them at vast discounts to their NAVs, those discounts will eventually revert to normal and provide Pinnacle with a source of market - neutral gain.
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If you come across other value arbitrage plays of this nature, we would be happy to hear about them!
For traders used to seeing arbitrage plays vanish within seconds, bitcoin futures» rise back to more than $ 1,300 above the spot price a full day after their debut is another testament to the cryptocurrency's unconventional evolution.
Icahn bought positions in both companies as an arbitrage play.
Opportunistic investments are really being driven by an arbitrage play, which is the spread between cap rates and the cost of capital.
I'll be sure to be positioned to take advantage of that arbitrage play when the cycle returns again.