Convertible Arbitrage: Managers invest in companies' convertible securities. Typically, they will be long the convertible bond and short the common stock of the same company. Positions are designed to ...

Conversion arbitrage is a risk-neutral strategy in options trading that exploits pricing inefficiencies in calls and puts.

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 ...

Hedge funds look for new game plans Convertible arbitrage and short-selling have been the cornerstones of hedge fund strategies. Competition and difficult underlying markets, however, are forcing ...

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 ...