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Hedge Fund Strategies (11) – Liquidity-Based Yield Spreads

Hedge Fund Strategies (11) – Liquidity-Based Yield Spreads

Liquidity is the ability to sell a security without significantly affecting its price. This is a positive attribute, and all things being equal, traders will pay more for securities with higher liquidity.

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Copyright 2011 Eric Bank, Freelance Writer
Hedge Fund Strategies (7) – Yield-Curve Arbitrage and Butterflies

Hedge Fund Strategies (7) – Yield-Curve Arbitrage and Butterflies

Our review of hedge fund trading strategies continues with a discussion of yield-curve arbitrage (YCA), a form of fixed income arbitrage. I have previously written about the yield curve, convexity, and duration.

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Copyright 2011 Eric Bank, Freelance Writer