Volatility arbitrage trading strategies
Sep 9, 2019 However, we believe convertible arbitrage strategies deserve Improvement in credit;; Higher implied volatility;; Gamma trading (large stock Jul 30, 2018 This is a variant of the ever-popular “riding down the yield curve” strategy, a staple of fixed income traders for many decades. The only question low-volatility trading strategies.2 We also tried to determine whether the IVOL anomaly derives from investor mispricing or from systematic mar- ket risk—an