Browsing: arbitrage

Posts Tagged ‘ arbitrage ’

Cryptocurrency Arbitrage: Two Looks

Sep 27th, 2018 | Filed under: Newly Added, Currencies, The A.I. Industry, Emerging Alternative Investments, The Global Economy & Currencies, Digital currencies, Finance & Economics, Other Topics in A.I.

Do investors arbitrage cryptocurrencies? Two recent studies offer a “yes” answer, though they in certain other respects differ significantly in their conclusions. Specifically, one study shows that in one respect arbitrage has done its duty and effectively eliminated the opportunities for arb profits, enforcing efficiency. In other situations, though, theRead More


Strategy Idea: Short Sell High-DTC Stocks, Go Long Low-DTC Stocks

Mar 6th, 2016 | Filed under: Newly Added, Hedge Fund Strategies, The A.I. Industry, Equity Hedge Funds, Alpha Strategies, Hedge Funds

A recent paper correlating days-to-cover with stock returns finds a DTC premium effect and suggests that hedge funds might want to arbitrage it. This study begins with the crowded trade problem. With so many sophisticated investors in the markets, looking for or at the same arb opportunities, a number ofRead More


Saudi Arabia: Opening to Distressed Debt Arb?

Dec 22nd, 2015 | Filed under: Newly Added, Insolvency, Hedge Funds, Event-Driven Hedge Funds, Business News

A recent article in The National Law Review says that the Kingdom of Saudi Arabia is about to change its restructuring law in a way that will likely make restructurings more common in that influential country. One implication is that the change will provide alpha-seeking opportunities for investors and tradersRead More