Tag: relative-value
Strategies
Concepts
- Bond Carry and Rolldown
- Breakeven Trades and Linker Relative Value
- Butterfly Curve Trades
- Capital Structure Arbitrage Across Debt and Equity
- The CDS-Bond Basis
- Condor and Double Butterfly Curve Structures
- Convergence Trade Blowups
- Credit Relative Value Along the Issuer Curve
- Cross-Country Rates Relative Value
- Cross-Market Bond Spread Trades
- Steepeners and Flatteners
- Dual-Listed Share Arbitrage
- Invoice Spread Trades
- The On-the-Run/Off-the-Run Treasury Spread
- Rich-Cheap Analysis From Fitted Curve Residuals
- The Swap Spread Curve and Box Trades
- Swap Spreads