Exploit pricing inefficiencies in convertible bonds
Exploit pricing inefficiencies in convertible bonds
Arbitrage strategies have their intellectual roots in the efficient market hypothesis and the law of one price. Merger arbitrage was popularized by risk arbitrage pioneers like Ivan Boesky and later legitimized by firms such as D.E. Shaw and Renaissance Technologies. Statistical arbitrage emerged in the 1980s at Morgan Stanley's quantitative trading desk led by Nunzio Tartaglia. Convertible arbitrage and other relative-value strategies were developed by hedge fund pioneers including Edward Thorp, whose 1967 book 'Beat the Market' introduced quantitative arbitrage to a wide audience.
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Moderate-risk profile — meaningful drawdowns are possible in pursuit of market-beating returns.
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