1) Mathematical finance
Found on
https://www.crosswordclues.com/clue/index-arbitrage
Index arbitrage is a subset of statistical arbitrage focusing on index components. The idea is that an index (such as S&P 500 or Russell 2000) is made up of several components (in the example, 500 large US stocks picked by S&P to represent the US market) that influence the index price in a different manner. For instance, there are leaders (compone...
Found on
http://en.wikipedia.org/wiki/Index_arbitrage
An investment trading strategy that exploits divergences between actual and theoretical futures prices. An example is the simultaneous buying (selling) of stock index futures (i.e., S&P 500) while selling (buying) the underlying stocks of that index, capturing as profit the temporarily inflated basis between these two baskets. Often, the point ...
Found on
http://www.duke.edu/~charvey/Classes/wpg/bfglosi.htm
An investment/trading strategy that exploits divergences between actual and theoretical futures prices.
Found on
http://www.encyclo.co.uk/local/20047
Buying or selling baskets of stocks while at the same time executing offsetting trades in stock-index futures
Found on
http://www.encyclo.co.uk/visitor-contributions.php
No exact match found.
