Sentences with phrase «arbitrage trades in»

So it was with housing - related assets and a variety of arbitrage trades in the decade of the mid-2000s.

Prior to joining Ramius in July 1999, Mr. Mitchell was a Managing Director of BT Alex Brown Inc., where he was responsible for proprietary equity arbitrage trading in New York.

Not exact matches

• White Oak Equity Partners acquired a minority interest in Blueshift Asset Management, a Red Bank, N.J. - based quantitative investment firm focused on statistical arbitrage and high - frequency trading strategies.

«That's just crazy,» says Jones, who held most of the coins on behalf of his clients at Bitcoin Builder, the service he built to facilitate arbitrage trading at Mt. Gox in its final weeks.

Magnetar has long specialized in merger arbitrage, a strategy that involves trading around deals and occasionally engaging in litigation.

In our view, t he Fed would be highly likely to adjust the policy rate upwards in this situation to avoid further market distortions and a potential explosion in carry trade and other counterproductive rate arbitrage activitIn our view, t he Fed would be highly likely to adjust the policy rate upwards in this situation to avoid further market distortions and a potential explosion in carry trade and other counterproductive rate arbitrage activitin this situation to avoid further market distortions and a potential explosion in carry trade and other counterproductive rate arbitrage activitin carry trade and other counterproductive rate arbitrage activity.

The «arbitrage» community also plays a role in these loops, especially when quoted bond «prices» don't reflect the reality of where the bonds would trade.

Elliott had originally invested in the obscure financial stock as part of an arbitrage trade, but when a colleague saw that the company was laying groundwork to shield itself from activist investors, he went across the hall to Cohn for the first time.

No analysis on how systematic wage arbitrage allowed by trade globalization between countries of very different income level within an exchange rate system allowing massive an persistent trade imbalances led to a massive opening up of compensation scales in developed countries, as well as substantial under - employment.

Still, bitcoin sells for a 20 - 30 percent premium in South Korean compared to other places, and this has spurred offshore trading to take advantage of arbitrage opportunities as South Koreans buy bitcoin overseas and sell them back home.

Repeating the foreign - exchange turbulence of the 1930s hardly seems to be an attractive alternative, for it is hard to see how Europe might adopt dual exchange rates, one for trade and another for capital movements, in a way that would not provide opportunities for financial arbitrage.

In the non-system of floating exchange rates not balancing cross external accounts, this global trade liberalization has opened vast opportunities for cost arbitrage at the expense of workers in higher cost developed countrieIn the non-system of floating exchange rates not balancing cross external accounts, this global trade liberalization has opened vast opportunities for cost arbitrage at the expense of workers in higher cost developed countriein higher cost developed countries.

«Since we expect that: 1) the Chinese economy will continue to grow (cumulative GDP in current prices), 2) the export arbitrage is not showing any signs of contraction and 3) imports of steel will remain steady at about 1.2 million tons - per - month, we can safely assume that steel exports of 7.2 million tons - per - month and therefore a net trade balance of about 6 million tons - per - month will be around for a while.»

In the February 2015 version of their paper entitled «Arbitrage Trading: The Long and the Short of It», Yong Chen, Zhi Da and Dayong Huang examine the power of three variables to predict stock returns:

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).

Arbitrage trading often relies on real - time data that is accurate to the millisecond in order to do this safely.

In this article arbitrage by trading Bitcoin futures is discussed.

In effect, regardless of what people think the price of the commodity will be in the future, arbitrage trading will prevent the futures price from deviating from the spot price after taking into account the cost of credit (the interest rate) and the cost / availability of storagIn effect, regardless of what people think the price of the commodity will be in the future, arbitrage trading will prevent the futures price from deviating from the spot price after taking into account the cost of credit (the interest rate) and the cost / availability of storagin the future, arbitrage trading will prevent the futures price from deviating from the spot price after taking into account the cost of credit (the interest rate) and the cost / availability of storage.

That's why there is no clear arbitrage or leveraging opportunities in dividend investing because employing these «trading» techniques doesn't work for a 5 - 10 + year investment.

Currency markets are some of the most active markets for speculation and arbitrage — they're open every day in the business week for 24 hours per day all year long, and they regularly see global trade volumes of more than $ 5 trillion on a daily basis.1

In the current Crypto - trading environment, there often exists vast differences between prices for the same token... Continue reading Covesting Announces Partnership with Arbitrage Crypto Trader

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.

occur, it's just that in certain countries — like Indonesia, Malaysia and Nigeria, where it's difficult and expensive to send money abroad — arbitrage trading can be difficult, costly and often not worthwhile.

Banks now lend mainly to other financial institutions, hedge funds, corporate raiders, insurance companies and real estate, and engage in their own speculation in foreign currency, interest - rate arbitrage, and computer - driven trading programs.

For starters, the ECB's $ 489 billion in three - year loans at 1 % interest gives banks a free lunch arbitrage opportunity (the «carry trade») to buy Greek and Spanish bonds yielding a higher rate.

A short while ago the Blackstone hedge fund's co-founder, Stephen Schwarzman, characterized the attempt to tax short - term arbitrage trading gains at the same rate that wage - earners pay as analogous to Adolph Hitler's invasion of Poland in 1939.

That doesn't mean that it doesn't occur, it's just that in certain countries — like Indonesia, Malaysia and Nigeria, where it's difficult and expensive to send money abroad — arbitrage trading can be difficult, costly and often not worthwhile.

These arbitrage trades can be made in any financial market.

Derivative trading involves a lot of arbitrage which brings about price corrections and thus help in reflecting the correct and true economic value and price of the underlying assets.

If the deal is truly set in stone, there either won't be any S shares at all, or arbitrage trading will keep it at the fixed ratio.

Merger Arbitrage — Merger arbitrage strategies seek to exploit the difference in market prices of publicly traded equities at the announcement and throughout the process of corporate merger and acquisitioArbitrage — Merger arbitrage strategies seek to exploit the difference in market prices of publicly traded equities at the announcement and throughout the process of corporate merger and acquisitioarbitrage strategies seek to exploit the difference in market prices of publicly traded equities at the announcement and throughout the process of corporate merger and acquisition events.

I'm not sure I'd call an arbitrage trade the «optimal procedure,» because as you point out you're introducing yet another point of risk in to the transaction.

Local currencies would be used for local transactions, but the trade in currencies and Euro arbitrage would result in changes in the trading values of the local currencies.

Parcevaux, whose firm has tripled its use of bond ETFs since starting to trade them in 2011, also uses them in arbitrage trades against total - return swaps, another type of derivative used to wager on corporate bonds.

The major issues confronting money managers all involve a trading complication, more specifically a complication in the role of arbitrage for ETFs.

Modern Capital Theory (MCT) concentrates on market decisions and provides valuable lessons for specific markets consisting of Outside Passive Minority Investors (OPMIs) who deal in «sudden death» securities, i.e., options, warrants, risk arbitrage, heavily margined portfolios, trading strategies and performing loans with short - fuse maturities.

Each nation prices out goods and assets in their own currency, and then currencies trade against each other, subject to arbitrage with commodities, and commodity - like assets.

On the other hand, thanks to the arbitrage mechanism that all ETFs have and similar to open - end mutual fund valuation, the value of an ETF as traded stays very close to the net asset value of the underlying securities in the ETF, with a spread of around 1 % if any.

Because making markets in NextShares does not involve arbitrage, NextShares can maintain efficient share trading without disclosing fund holdings.

In ETF trading, consistently low investor trading costs can not be assured unless market makers have sufficient knowledge of portfolio holdings to enable them to effectively arbitrage differences between an ETF's market price and its underlying portfolio value and to hedge the intraday market risk they assume as they take inventory positions in connection with their market - making activitieIn ETF trading, consistently low investor trading costs can not be assured unless market makers have sufficient knowledge of portfolio holdings to enable them to effectively arbitrage differences between an ETF's market price and its underlying portfolio value and to hedge the intraday market risk they assume as they take inventory positions in connection with their market - making activitiein connection with their market - making activities.

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).

They also investigate a statistical arbitrage (pair trading) strategy exploiting a regression - based prediction of the trend in the gap between VIX and VSTOXX during the last six months of 2012.

It's a moot point anyways since the Yen should trade in a fairly wide bid - ask spread against the Canadian dollar, which would make arbitrage difficult.

Liquidation arbitrage is a type of trading by which one invests in stocks trading below their book value.

Currency trading gives ample arbitrage opportunities to the traders who can buy a currency on one exchange and sell it on another, making profits in the process.

The strategy of an arbitrage fund is to trade in Cash & Derivatives market with an aim to generate debt fund like returns.

That's why there is no clear arbitrage or leveraging opportunities in dividend investing because employing these «trading» techniques doesn't work for a 5 - 10 + year investment.

Investment strategies that involve debt (e.g. trading on margin, credit card arbitrage, borrowing money) is very risky and the average investor doesn't have a reason to engage in that level of risk.

Academic research into ADRs seems to suggest that pairs - trading ADRs and their underlying shares reveals that there certainly are arbitrage opportunities, but that in most (but not all cases) such opportunities are quickly taken care of by the market.

Arbitrage has nothing to do with the speed of execution or the type of order placed, it is commonly associated with automated trading but is not limited to it, which might be where the confusion comes in.