Relative Value Arbitrage
Relative Value Arbitrage attempts to take advantage of relative pricing discrepancies between instruments, including equities, debt, options and futures. Managers may use mathematical, fundamental or technical analysis to determine misvaluations. Securities may be mispriced relative to the underlying security, related securities, groups of securities or the overall market. Many funds use leverage and seek opportunities globally. Arbitrage strategies include dividend arbitrage, pairs trading, options arbitrage and yield curve trading.
- Total Return definition
- Value Added Monthly Index VAMI definition
- Barclay CTA Index definition
- Program Fund Category definition
- Average Annual Return definition