We know that U.S. equity futures and S&P 500 index prices track each other very closely, so clearly arbitrage occurs. Today, using low latency data, we identify large amounts of the value in the S ...

Institutions have historically used these ETFs to set up non-directional arbitrage plays to profit from price discrepancies ...

Arbitrage seeks to take advantage of minor price discrepancies between markets or exchanges, where a trader simultaneously buys and sells the same or similar futures contracts. Though typically ...

Arbitrage funds reduce risk by completely hedging equity exposure, which distinguishes them from liquid funds by the absence ...

The approach incorporates multiple arbitrage strategies bucketed into three categories: merger arbitrage, which seeks to profit from the market price spread between two merging companies ...

Institutions have historically used these ETFs to set up non-directional arbitrage plays to profit from price discrepancies between futures and spot bitcoin markets. The so-called cash and carry ...