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 Should Treasury be an alpha-generating function or purely operational?
A look at Treasury’s potential to add value in today’s market
Read more about The Rise of Multi-Strategy Hedge Funds in Asia
Why Multi-Strategy Hedge Funds Are Gaining Ground in Asia: : Market Shifts, Talent Dynamics, and the Global–Local Divide
Read more about The Single-Manager Approach in the UK: Strategies, Challenges, and Emerging Models
Directional conviction, market-neutral discipline, and multi-manager influence are redefining how standalone funds grow, compete, and scale.
