Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...

The investment seeks long-term absolute (positive) returns. The fund seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its tracking risk ...

Pairs trading and statistical arbitrage strategies represent a sophisticated suite of quantitative techniques designed to capitalise on pricing inefficiencies in financial markets. At their core, ...

The absolute returns are plotted on a monthly basis for the timeframes which are selected below, from the start date as selected to the left. With these monthly rolling returns, one can compare how ...