Volatility and Arbitrage Strategies
Mondrian Delta provides clients with a detailed outlook of the entirety of the volatility and arbitrage investment landscape.
Ranging from highly liquid term structure-focused arbitrage products to far more complex, structured volatility offerings by specialised managers. Our expertise spans a global coverage and includes, but is not limited to :
- Delta One (Equity, Index and Commodity futures strategies)
- Equity Finance Arbitrage (single stock, dividend and corporate actions related arbitrage strategies)
- Volatility Arbitrage (across asset classes, futures vs implied vol on all options strategies)
- Long/Short Gamma/Vega Trading (negative or positive gamma/vega strategies across asset classes)
- Structured Products (complicated solutions tailored by highly specialised investment managers)
Further reading relating to our Investment experience below.
