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  2. Market neutral - Wikipedia

    en.wikipedia.org/wiki/Market_neutral

    Equity-market-neutral is a hedge fund strategy that seeks to exploit investment opportunities unique to some specific group of stocks while maintaining a neutral exposure to broad groups of stocks defined, for example, by sector, industry, market capitalization, country, or region.

  3. 130–30 fund - Wikipedia

    en.wikipedia.org/wiki/130–30_fund

    In neutral or bear market scenarios, the advantages of market neutral long-short are prevailing. In bull markets, market neutral long-short strategies tend not to be able to generate better returns than other investment strategies. In comparison, it would be advantageous to invest into a 130–30 fund in a strong bull market.

  4. Convertible arbitrage - Wikipedia

    en.wikipedia.org/wiki/Convertible_arbitrage

    As a result, under normal market conditions, the arbitrageur expects the combined position to be insensitive to small fluctuations in the price of the underlying stock. However, maintaining a market-neutral position may require rebalancing transactions, a process called dynamic delta hedging. This rebalancing adds to the return of convertible ...

  5. Pairs trade - Wikipedia

    en.wikipedia.org/wiki/Pairs_trade

    In ‘market-neutralstrategies, you are assuming that the CAPM model is valid and that beta is a correct estimate of systematic risk—if this is not the case, your hedge may not properly protect you in the event of a shift in the markets. Note there are other theories on how to estimate market risk—such as the Fama-French Factors.

  6. Long/short equity - Wikipedia

    en.wikipedia.org/wiki/Long/short_equity

    Market neutral strategies can be seen as the limiting case of equity long/short, in which the long and short portfolios of the fund are balanced with great care so that a very high degree of hedging is achieved. Some advantages of market neutral strategies include being able to generate positive returns in a down market, and generating returns ...

  7. Fixed income arbitrage - Wikipedia

    en.wikipedia.org/wiki/Fixed_income_arbitrage

    Fixed-income arbitrage is a strategy that involves a substantial level of risk. The strategy itself provides relatively small returns that can be offset with huge losses given varying market conditions and poor judgement calls. Due to the risk-return nature of the strategy, it is not often used by common investors.

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  9. Statistical arbitrage - Wikipedia

    en.wikipedia.org/wiki/Statistical_arbitrage

    In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by ...