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.

Convertible arbitrage has been a key hedge fund strategy for more than a decade and has offered steady positive returns regardless of market direction. Although the strategy has returned an annualized ...

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 ...