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Search: Posts Made By: riskarb
Forum: Options March 2nd, 2012, 10:34 AM
Replies: 21
Views: 8,251
Posted By riskarb
The conversion(and reversal), box and roll are...

The conversion(and reversal), box and roll are the "classic" arbitrages. The roll is simply a box on term-structure in which financing is "kinked". Long synthetic in Mar, short synthetic in Jun.
Forum: Options March 2nd, 2012, 10:09 AM
Replies: 21
Views: 8,251
Posted By riskarb
It's called a "conversion" and it's one of the...

It's called a "conversion" and it's one of the most common arbs traded. Traded actively since 1973, actually. A guaranteed loss if traded marketable. There is simply no way to effect the position...
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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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