Arbitrage Strategies Archives - AlgoJi

Options Arbitrage: Conversion-Reversal

Conversion-Reversal is a set of arbitrage strategies which are used when options are over-priced or under-priced. Executing Conversion Strategy To do a conversion, the trader buys the underlying stock futures and offset it with an equivalent synthetic short stock...

NSE-BSE Arbitrage

Arbitrage is the practice of taking advantage of short term mispricing in co-integrated scrips. Stocks of most companies are listed on both the main exchanges- NSE and BSE. Hence there are often very short-term price discrepancies on the stock trading at both...