Market arbitrage: related pages

A market neutral trading strategy based on expected reversions to past relationships between securities prices.

A strategy that aims to exploit inconsistencies between the price of a convertible and the equity it can be converted into.

Trading that aims to exploit market inefficiencies that occur during takeover bids.

A hedge that needs to be adjusted as the price (and sometimes other characteristics) of the portfolio or security it is hedging changes.

A hedge that does not require constant monitoring and re-balancing.