Convertible arbitrage is a market-neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer's common stock. read more
Convertible arbitrage is a trading strategy that typically involves taking a long position in a convertible security and a short position in the underlying common stock, in order to capitalize on pricing inefficiencies between the convertible and the stock. read more
A convertible arbitrage is a long-short trading strategy favored by hedge funds. We look at practical examples, returns, trades, risks, expectations & more A convertible arbitrage is a long-short trading strategy favored by hedge funds. read more