Synthetic Arbitrage
We look at synthetic arbitrage, how it works, its components, and some example trades to help illustrate the strategy.
Section
Blog Posts – page 41
Volatility Skew
Find out how traders can monitor volatility skew to anticipate market sentiment and potential price movements.
Fat Tails in Trading (Kurtosis Trading)
We look at the concept of fat tails in trading and how traders hedge or take advantage of them for their strategies.
To Hedge or Not to Hedge?
When is it wise to consider hedging? We look at the pros and cons of hedging, and how to use heding in a smart way.
Statistical Moment Trading
We look at the idea of statistical moment trading. How can knowing the nature of the probability distributions help you trade better?
Butterfly Spread Trading Strategy
We look at the butterfly spread trading strategy, its structure, what it's best used for, and an example trade to consider.
Fixed Income Liquidity Premium Capture Strategy
We look at Fixed Income Liquidity Premium Capture, the basis and mechanics of this strategy, and some example trades.
Rebalancing Premium Capture Strategy
We look at the rebalancing premium capture strategy and how anticipating index additions and departures can be exploited for profit.
Time Decay Arbitrage
We look at the time decay arbitrage strategy, including key concepts, execution, risks and considerations, and an example trade.
High-Probability Trading Strategies
We look at various types of high-probability trading strategies, how they're executed, and their payoff diagrams.