Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… … Wikipedia
Delta-Hedging — Mit Delta Hedging bezeichnet man eine Absicherungsstragie, mit der man eine Optionsposition gegen Preisänderungen des Basiswertes absichert. Hierzu baut man eine Position im Basiswert auf, deren Wertänderungen bei Preisbewegung den Wertänderungen … Deutsch Wikipedia
Market neutral — An investment strategy or portfolio is considered market neutral if it seeks to entirely avoid some form of market risk, typically by hedging. In order to evaluate market neutrality, it is first necessary to specify the risk being avoided. For… … Wikipedia
Delta Hedging — A method used by option writers to hedge risk by purchasing or selling the underlying instrument in the spot market in proportion to the delta of their options position. Effectively traders are trying to remain neutral in a particular market … Financial and business terms
Hedge (finance) — For other uses, see Hedge (disambiguation). Finance Financial markets … Wikipedia
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. The premise of the strategy is that the convertible is… … Wikipedia
Man Group — plc Type Public company (LSE: EMG) Industry Financial servi … Wikipedia
Commodity trading advisor — A commodity trading advisor (CTA) is an asset manager who follows a set of systematic investment strategies in futures contracts and options on futures contracts. The advisors originally operated predominantly in commodities markets, but today… … Wikipedia
Convertible Hedge Associates — was an early alternative investment management company founded by Edward O. Thorp and a partner, Jay Regan, in November 1969. Based in Long Beach, CHA was said by Thorp to have been the first market neutral hedge fund. In 1974 it was renamed as… … Wikipedia
Day trading — This article is about the practice. For the occupation, see Day trader. Day trading refers to the practice of buying and selling financial instruments within the same trading day such that all positions are usually closed before the market close… … Wikipedia