Fixed income arbitrage
Garth Friesen of III Associates outlines the role of options in fixed income relative value trading. Options strategies allow traders to customise exposures and manage downside risk
As the UK’s second-largest pension plan, USS has shown a strong commitment to alternatives. Investments into hedge funds provide an uncorrelated revenue stream that influences the overall portfolio....
Most hedge fund strategies had gains in August as markets were aided by announcements from the ECB and US Federal Reserve. CTAs/managed futures was the only strategy to record losses for the month.
More Fixed income arbitrage articles
In an uncertain world, convertible bond arbitrage has much to offer in downside protection and potential upside. Greater volatility increases the opportunity set for this strategy to create value.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014