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.

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