The headwinds of rising rates, price volatility and increased global regulatory scrutiny appear to be fading—and market sentiment is getting brighter. In merger arbitrage, arbitrageurs purchase a ...

Fabrice Deschâtres, founder of Volptima and a former Goldman Sachs quant, has developed convex volatility interpolation (CVI), an algorithm to build implied volatility surfaces by framing the fit as a ...

Old Bridge Mutual Fund has announced the launch of its Old Bridge Arbitrage Fund, a low-risk, short-term investment option designed for investors seeking stable, tax-efficient income without taking on ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

Prediction markets have exploded in popularity, with platforms like Polymarket and Kalshi processing billions in trades on everything. From elections to Federal Reserve decisions. But beneath the ...

This scheme has consistently delivered the best returns in its Arbitrage Fund category across . This scheme has maintained a relatively low level of volatility within its Arbitrage Fund category over ...