s**a
发帖数: 178 | 1 saw some of you guys asking about trading strat, enjoy.
Sera
s*[email protected]
****************************************************
Convertible Arbitrage - This strategy entails procuring long-only positions
in convertible bonds or warrants and the subsequent shorting of
the corresponding stock. The bond and warrant pricing is based on
several criteria, including price of the underlying stock, and the expected
future volatility of returns. Such pricing is often inaccurate due to
illiquidity i | a****s
发帖数: 282 | 2 that's only hedge fund trading strat.
positions
expected
【在 s**a 的大作中提到】
: saw some of you guys asking about trading strat, enjoy.
: Sera
: s*[email protected]
: ****************************************************
: Convertible Arbitrage - This strategy entails procuring long-only positions
: in convertible bonds or warrants and the subsequent shorting of
: the corresponding stock. The bond and warrant pricing is based on
: several criteria, including price of the underlying stock, and the expected
: future volatility of returns. Such pricing is often inaccurate due to
: illiquidity i
| l***n
发帖数: 812 | 3 Agree.
According to TASS hedge funds database, there are 11 kinds of hedge funds,
which are listed above. (even though I didn't count )
【在 a****s 的大作中提到】
: that's only hedge fund trading strat.
:
: positions
: expected
| i*********r
发帖数: 77 | 4 this has nothing to do with Strategies traders use, not even close to quant
area, more like textbook abstract...... | f****y
发帖数: 2 | 5 Thanks a million, but how do you evaluate these strategies by statistical
model? I don't have a clue yet. any recommended books?
positions
expected
【在 s**a 的大作中提到】
: saw some of you guys asking about trading strat, enjoy.
: Sera
: s*[email protected]
: ****************************************************
: Convertible Arbitrage - This strategy entails procuring long-only positions
: in convertible bonds or warrants and the subsequent shorting of
: the corresponding stock. The bond and warrant pricing is based on
: several criteria, including price of the underlying stock, and the expected
: future volatility of returns. Such pricing is often inaccurate due to
: illiquidity i
| z********a
发帖数: 13 | |
|
