Arbitrage Trading (**)
ArbCap's Quantitative
Options Arbitrage (QOA) methodology is based on detecting cheap/dear conditions in options pricing
in G7 Equity indices, FX, and IR derivative structures. The
technique has been in development since 1988, and traded since 1991.
Key Benefits
Our quantitative options arbitrage trading track record can be summarised as**:
| Strategy |
Historical P&L ROI |
Historical P&L Risk |
Comment |
| Arbitrage |
27% |
+/- 2 |
|
The most notable aspect of this trading strategies is that
it tends to be
most profitable during volatile conditions, while offering relatively low
risk.
Capabilities
The quantitative options arbitrage
methodology is proprietary. An introductory "note" is
available on request, while a comprehensive introduction and
presentation is available to qualified market professionals following suitable non-competition/non-disclosure agreements.
Further information of Trade/P&L histories is available by
enquiring via the Investor
Registration page or contact us via info@ArbMan.com
to request such.
