Volatility and Arbitrage Strategies
Mondrian Delta provides clients with a detailed outlook of the entirety of the volatility and arbitrage focused investment landscape.
Ranging from highly liquid term structure focused arbitrage products to far more complex, structured volatility offerings by specialised managers. The 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 (complex solutions tailored by highly specialised investment managers)
Further reading relating to our Investment experience below.
