While these strategies have proved successful over 2011, Bank of America Merrill Lynch observes on Wednesday that there is a concern that this sort of ‘curve alpha’ is now being arbitraged ...

Is curve alpha being arbitraged away? on facebook (opens in a new window) Is curve alpha being arbitraged away? on linkedin (opens in a new window) ...

Precious metals are classified as commodities and can be traded via multiple security classes such as metal trading (spot trading), futures, options, funds, and exchange-traded funds (ETFs ...

The simplest explanation for the persistence of the momentum anomaly is that it has not yet been arbitraged out, but will be in the future. The main reason the price-series momentum anomaly in ...

The tightness story of oil supply is of predominant concern to me, as is the arbitraged oil barrels owing to sanctions on Russia, and Iran factors in as well. OPEC (and the producing world ...

Despite being conceptually simple and publicly known, it remains a strong factor across numerous asset classes. Behavioral finance theories shed light on why it exists and why it has not been ...