Arbitrage prospects in binary options may arise because of differences in pricing algorithms, market inefficiencies, or temporary misalignments in the supply and demand of contracts across platforms.

Option-arbitrage strategies involve what are called synthetic positions. All of the basic positions in an underlying stock, or its options, have a synthetic equivalent.

Golden Ocean merger arbitrage offers a 17% spread due to extreme illiquidity, high borrow costs, and limited free float in ...

Arbitrage strategies are risk-free strategies to capitalize on price discrepancies. ... The second category is the more complex option-related arbitrage strategies.

Arbitrage. The first type of algo trading strategy that we'll talk about is an arbitrage strategy. Arbitrage strategies use price differentials to generate risk free profit.

CMNIX - Calamos Market Neutral Income I - Review the CMNIX stock price, growth, performance, sustainability and more to help you make the best investments.

Li and Wang set up two passive strategies – one using stocks and one using options – and pit them head to head in a horse race beginning in 1996 and ending in 2008.

CVSIX - Calamos Market Neutral Income A - Review the CVSIX stock price, growth, performance, sustainability and more to help you make the best investments.