Arbitrage trading strategies nyu stern
And delivered returns: Over the 15 year period, the pairs trading strategy did significantly be er than a buy-‐and-‐hold strategy. Strategies of inveseng in the top. 20 implementing trading strategies: choosing position size for relative value and arbitrage trades; delta hedging with real-world frictions; recognizing skew and Combinations and Trading Strategies Arbitrage & Put Call Parity Arbitrage. When Use Options to Take a View? * View on direction. * View on volatility