We know that U.S. equity futures and S&P 500 index prices track each other very closely, so clearly arbitrage occurs. Today, using low latency data, we identify large amounts of the value in the S&P ...

Arbitrage strategies involve buying a lower priced asset in one market and selling the same asset at a higher price in another market. In derivatives (F&O segment), this typically involves shorting an ...

Pairs trading and statistical arbitrage strategies represent a sophisticated suite of quantitative techniques designed to capitalise on pricing inefficiencies in financial markets. At their core, ...

Soaring crude futures prices on the Shanghai International Energy Exchange (INE) have opened the arbitrage for traders to deliver in November what could be this year’s highest volumes of crude from ...