index arbitrage

См. также в других словарях:

• Index arbitrage — is a subset of statistical arbitrage focusing on index components.The idea is that an index (such as S P 500 or Russell 2000) is made up of several components (in the example, the Top 500 US biggest firms by market capitalization) that influence… …   Wikipedia

• index arbitrage — An investment/trading strategy that exploits divergences between actual and theoretical futures prices . An example is the simultaneous buying ( selling) of stock index futures ( i.e., S&P 500) while selling (buying) the underlying stocks of that …   Financial and business terms

• Index Arbitrage — An investment strategy that attempts to profit from the differences between actual and theoretical futures prices of the same stock index. This is done by simultaneously buying (or selling) a stock index future while selling (or buying) the… …   Investment dictionary

• index arbitrage — / ɪndeks ˌɑ:bɪtrɑ:ʒ/ noun buying or selling a basket of stocks against an index option or future …   Dictionary of banking and finance

• Index arbitrage — An investment/trading strategy that exploits divergences between actual and theoretical futures prices. The New York Times Financial Glossary …   Financial and business terms

• Arbitrage Trading Program - ATP — A computer program used to place simultaneous orders for stock or commodities futures and the underlying stocks or commodities, usually for large volume, institutional trades. One order will be a long or short position on a futures contract, and… …   Investment dictionary

• Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… …   Wikipedia

• arbitrage — ar·bi·trage / är bə ˌträzh/ n [French, literally, arbitration, decision making] 1: the purchase of a security, commodity, or foreign currency in one market for the purpose of immediately selling it at a higher price in another market 2: the… …   Law dictionary

• Arbitrage Pricing Model — Die Arbitragepreistheorie oder englisch Arbitrage Pricing Theory (APT) beschreibt eine Methode für die Bestimmung der Eigenkapitalkosten und die erwartete Rendite von Wertpapieren. Sie wurde maßgeblich von Stephen Ross entwickelt. Ross verwendete …   Deutsch Wikipedia

• Arbitrage Pricing Theory — Die Arbitragepreistheorie oder englisch Arbitrage Pricing Theory (APT) beschreibt eine Methode für die Bestimmung der Eigenkapitalkosten und die erwartete Rendite von Wertpapieren. Sie wurde maßgeblich von Stephen Ross entwickelt. Ross verwendete …   Deutsch Wikipedia

• arbitrage — The purchase of a commodity against the simultaneous sale of a commodity to profit from unequal prices. The two transactions may take place on different exchanges, between two different commodities, in different delivery months, or between the… …   Financial and business terms