Convertible arbitrage exploits mispricings between convertible bonds and their underlying equity, offering market-neutral returns with low correlation to broader markets. A passive, static portfolio ...

Conversion arbitrage is a risk-neutral strategy in options trading that exploits pricing inefficiencies in calls and puts.

Hedge funds look for new game plans Convertible arbitrage and short-selling have been the cornerstones of hedge fund strategies. Competition and difficult underlying markets, however, are forcing ...

In this episode of Alternative Angles, host Steve Rosen, a former portfolio manager in Fidelity’s High Income & Alternative Investing division, digs into convertible arbitrage. Along with guests Seth ...