This became known as the Kimchi premium. Another example of statistical arbitrage concerns Long-Term Capital Management (LTCM), a hedge fund that used statistical arbitrage in the 1990s.

The primary emphases are the valuation and practical application of these instruments for both hedging and speculation. Topics include the characteristics of options, forward contracts, futures, and ...

Arbitrage may seem like a quick and easy way to profit from price differences across markets, but the risks far outweigh the rewards. From regulatory scrutiny and ethical concerns to fierce ...

Along with guests Seth Gold, a portfolio manager in Fidelity’s Arbitrage and Hedging Solutions group, and Michael Youngworth, a director in Global Equity Derivative Research and the Head of ...

AQR Arbitrage has seen stable leadership ... Founded in 1998, AQR's first product was a hedge fund before moving into more traditional investment management. It entered the mutual fund space ...

Macro hedge funds taking advantage of volatile markets have enjoyed outsized results so far in 2025, while stock picking and multi-strategy funds have produced mixed returns. Numbers from hedge fund ...

The HFR Cryptocurrency Index posted a sharp decline of -16.8 percent in February, as managers navigated a surge in volatility and steep declines across Bitcoin and other cryptocurrencies. The HFRI ...