Volatility and Arbitrage Strategies
Mondrian Delta provides clients with a detailed outlook of the entirety of the volatility and arbitrage investment landscape.
Ranging from highly liquid term structure-focused arbitrage products to far more complex, structured volatility offerings by specialised managers. Our expertise spans a global coverage and includes, but is not limited to :
- Delta One (Equity, Index and Commodity futures strategies)
- Equity Finance Arbitrage (single stock, dividend and corporate actions related arbitrage strategies)
- Volatility Arbitrage (across asset classes, futures vs implied vol on all options strategies)
- Long/Short Gamma/Vega Trading (negative or positive gamma/vega strategies across asset classes)
- Structured Products (complicated solutions tailored by highly specialised investment managers)
Further reading relating to our Investment experience below.
Read more about AI in Systematic Trading
Artificial Intelligence in Systematic Trading
Read more about European Fundamental Long/Short Equities 2021 Year in Review
2020: Volatility and Unpredictability in L/S Equities
Read more about Women in Finance
Why Businesses Aren't Reaching Their Gender Equality Targets - Views of a Female Headhunter
