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.
Read more about What Really Motivates Quants, and Why Firm Choice Is an Incentive Choice
High compensation gets quants into systematic finance. But once they’re inside, money stops being the main differentiator...
Read more about Beyond the Bonus
Understanding Remuneration in Quant Research
Read more about India’s Derivatives Moment: Scale, Reform, and the Race for Speed
India’s Rapid Evolution into a Global Derivatives Powerhouse
