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The opposite of this strategy is reverse cash carry arbitrage which can be executed by taking a short position in an asset and a long position in futures market for the same asset. This strategy will be profitable only if the futures price is less than the spot price. Fixed Income Arbitrage Fixed income arbitrage is mainly used by investment banks and hedge funds which aim to profit from the interest rate anomalies between different fixed income securities like municipal bonds, corporate bonds, government bonds, mortgage backed securities , interest rate swaps and credit default swaps.
Fixed income arbitrage is a market neutral strategy and can be executed by taking opposite positions in two different fixed income securities. This type of arbitrage strategy requires that the securities are similar to each other and have sufficient liquidity. Relative Value Arbitrage Relative value arbitrage exploits price anomalies between related financial instruments like stocks and bonds. In this strategy a trader can buy a relatively underpriced security and simultaneously sell a relatively overpriced security thereby profiting from the difference in the relative value of two securities.
Relative value arbitrage is most commonly used by hedge funds which use leverage to amplify the returns. The popular trading strategy used to achieve this type of arbitrage is known as pairs trading which involves taking a long and a short position in two different assets which are highly correlated to each other.
Swap Arbitrage Forex swap arbitrage refers to taking advantage of interest rate differential between two countries by simultaneously buying and selling currencies of those countries. When a trader buys or sells a currency pair, he is essentially borrowing first currency in order to lend second currency. The opportunity for swap arbitrage arises when a trader can take forex position without paying swap rates. The trader can eliminate the market risk involved by taking a position with first broker that pays swap and taking an opposite position with second broker that does not credit or debit swap.
Options Arbitrage Options arbitrage can be initiated either between two options or between an option and the underlying asset. Synthetic options are very common in this type of arbitrage. When a trader feels that a call option is overpriced in relation to put option then he can sell a naked call and offset the same by buying a synthetic call.
Option traders also use conversions when options are overpriced in relation to underlying asset and reversals when options are underpriced in relation to underlying asset. Dividend arbitrage, box spread, calendar spread and butterfly spread are examples of strategies used for options arbitrage.
Gold Arbitrage In this type of arbitrage traders can take advantage of the differences in gold prices at two different locations. Traders can buy gold at one location where the price is less and sell it at another location where the price is higher thereby pocketing the difference.
Arbitrage opportunity also rises when there is a difference between spot price and futures price of gold. A trader can take a long position by buying physical gold and an equivalent short position in gold futures market and settling both positions at maturity. Tax Arbitrage Tax arbitrage is a technique of making profits by taking advantage of the differences in tax rates, tax systems or tax treatments in same country. Different transactions are taxed in different ways which creates opportunities for individuals to restructure their transactions in order to pay the least amount of tax.
Tax arbitrage is also possible due to different tax systems or tax rates in different countries or jurisdictions. Businesses can take advantage of such differences by maximizing the deductions in a high tax region and minimizing the taxes in a low tax region. Negative Arbitrage Negative arbitrage is a lost opportunity due to higher borrowing cost and lower lending costs. Negative arbitrage occurs when a person gets lower returns on his investments but has to finance the debt at higher interest rates.
Latency Arbitrage Latency arbitrage is mostly associated with high frequency trading and it refers to the fact that different people or firms get market data at different times. These time differences are known as latencies. These differences can be as small as a nanosecond but they are crucial in the world of high speed trading. Latency arbitrage occurs when the high frequency trading algorithms earn profit by making trades split second before other traders.
Rental Arbitrage Rental arbitrage is a strategy of leasing a property on a long-term basis and then renting it on a short-term basis on different rental websites or vacation rental platforms. The success of rental arbitrage is highly dependent on the difference between short-term and long-term rental prices in the property market. Credit Card Arbitrage Credit card arbitrage is a simple process of borrowing money from the credit card company at low interest rate and then investing the same money in high yield savings account resulting in a risk less profit.
Just like a bank, credit card holder can profit from the interest rate spread between money paid and money received provided he makes all the minimum payments and repays the full balance before expiry period. Regulatory Arbitrage Regulatory arbitrage is a process of taking advantage of loopholes in order to avoid unfavorable regulations. This type of arbitrage can be achieved by using financial engineering, restructuring transactions or geographical relocation to more favorable jurisdictions.
For example, a company can relocate its headquarters to a region which has favorable regulations and lower taxes in order to save the cost and increase the profits. Volatility Arbitrage Volatility plays an important role in pricing of options. Volatility arbitrage can be achieved when there is a difference between implied volatility and realized volatility of an option. A trader can profit by buying an option when the volatility is low and selling it when the volatility is high.
Location Arbitrage Or Spatial Arbitrage Location arbitrage, also known as spatial arbitrage or inter market arbitrage is mostly associated with cryptocurrency trading or forex trading. A trader can profit from location arbitrage strategy by buying a currency on one exchange at lower rate and selling it on another exchange at higher rate and pocketing the difference. Time Arbitrage Time arbitrage occurs when there is a difference between the short-term price of a stock and its long-term price forecast.
Most of the investors have a short-term horizon which creates a mispricing for the assets in the long-term. This creates an opportunity for time arbitrage for an investor with long-term horizon. Yield Curve Arbitrage Or Interest Rate Arbitrage Yield curve arbitrage, also known as interest rate arbitrage is a form of fixed income arbitrage trading strategy. In this type of arbitrage a trader exploits the relative mispricing along the yield curve due to difference in demand for selected maturities.
Bond prices and interest rates move in opposite directions. Changes in interest rates can have significant impact on bond prices. If the bond prices do not change quickly enough to reflect changing interest rates then we can have an opportunity for interest rate arbitrage. Newly issued securities are known as on the run whereas the securities which are already issued and outstanding are known as off the run. Traders can take advantage of the convergence of spreads as there is a difference in the yields of new and old securities.
Retail Arbitrage Retail arbitrage is a very simple concept. You can buy products from your local retail store at a certain price and sell the same products on an online marketplace for higher price. The difference between buying and selling price is your profit.
Crude Oil Arbitrage Crude oil arbitrage is a very popular trading strategy in the energy sector to profit from the price discrepancies in Brent and WTI. This strategy involves buying or selling Brent and simultaneously taking an opposite position in WTI. Multiple Arbitrage Private capital markets are not very transparent and can provide you with arbitrage opportunities.
Multiple arbitrage is a strategy of increasing the value by buying and selling the same company without making any operational improvements. In other words, you are arbitraging the multiple at which the company is traded. Multiple arbitrage strategy is very complicated and is used by strategic buyers and private equity firms to take advantage of the differences in asset valuations.
Information Arbitrage Information arbitrage is a technique of using more information, better understood information and better used information to identify the trends and opportunities and capitalizing on them. In other words, information arbitrage can be used to make accurate predictions about the future requirements of customers. Riskless Arbitrage Riskless arbitrage is an act of buying and selling an asset immediately and generating the profit from price difference.
Riskless arbitrage does not require any investment and does not have a rate of return as the asset is sold immediately. Political Arbitrage Political arbitrage is a strategy of trading securities or assets by taking advantage of knowledge about future political activity. Political arbitrage is mostly specific to a country or a region. For example, government elections in any country can give rise to political arbitrage opportunities specific to that country.
Institutional Arbitrage The idea of institutional arbitrage is to deliberately do something that you think the institutional investors or majority of market participants are unlikely to do. For example, maintaining a long-term horizon or maintaining a concentrated portfolio or maintaining an appropriate level of cash in your portfolio. Beta Arbitrage Beta is a measure of how systemic risk is calculated for a stock. Beta arbitrage is a trading strategy where you take a long or short position in low beta stocks and an equivalent opposite position in high beta stocks.
This helps in earning a positive premium and neutralizing the systematic equity risk. Knowledge Arbitrage Knowledge arbitrage is another way of carrying forward innovation. It is a strategy of applying what works great in one industry to another industry. In other words, borrowing good concepts from an unrelated industry and applying it to your own industry. Static Arbitrage And Dynamic Arbitrage Static arbitrage is a strategy which does not require any rebalancing of portfolio.
A portfolio once established can realize the full potential of arbitrage opportunity without any rebalancing. Dynamic arbitrage is a strategy which requires continuous rebalancing of portfolio to realize the full potential of arbitrage opportunity. If this transpires, you can then buy it back at a lower price and return it to the lender and pocket the difference in prices between what you sold it for and what you bought it back for, minus transaction fees of course. The reason for this is that, with relative-value arbitrage, an investor will make simultaneous investments in a pair of securities that are related in some way.
For the most part, these securites will have high positive correlations in that they tend to move in the same direction at the same time or high negative correlations in that they tend to move in opposite directions to each other. One common approach to pairs trading is to trade two stocks in the same industry that have been on the market for a similar length of time, such as Pfizer and Wyeth in the pharmaceutical industry or Ford and GM in the auto industry.
However, there are lots of other financial instruments that can be employed to similar effect. In addition, you can also employ this strategy with currencies, commodities, futures, and options. Regardless of the securities being used, when there is a divergence in the price — for example if one security rises in price and the other falls, the arbitrage trader would buy one of the securities and short the other one.
Then, the trader would close the trade if and when the prices converge again, thereby locking in a profit. Because of the need for a strong price correlation between the two securities, this strategy tends to be most effective in a range-bound market that is neither rising nor falling. However, because markets can change direction quickly, it can be tricky to tell whether a range-bound market will stay that way or start trending in one direction or the other.
Therefore, in order to profit from this strategy, you need to have the knowledge and skill to evaluate the markets themselves as well as individual securities, and this is why this is a strategy that is almost exclusively used by large institutional investors such as investment banks, hedge funds, and private equity firms.
However, the skill level required to succeed with this strategy means that it is only really a strategy that is suitable for high-end investors who are willing to — and understand — the risks involved.
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Statistical Arbitrage. Relative Value. \
WhatsApp Arbitrage is one of the main strategy groups employed by hedge fund managers to achieve their stated goal of returns in any market, and relative-value arbitrage is one of the most common sub-types of this strategy.
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