USING DERIVATIVES TO CREATE ALPHA

Sanjeev Khullar
Additional contact information
Sanjeev Khullar: Auriga Partners LLC, France

Chapter 7 in Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance, 2009, pp 103-117 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionDerivativesDerivatives StrategiesFor the HedgerFor the Active TraderFor the Mutual-Fund ManagerFor the Hedge-Fund Manager and ArbitrageurExamples Illustrating Strategies to Create AlphaAlpha From Futures ArbitrageAlpha From Realized / Implied Volatility ArbitrageAlpha From Volatility Skew TradesAlpha From Cash Futures Basis TradeAlpha From Trading the Optionality in BondsAlpha From Trading the Optionality in Convertible BondsAlpha From Macro Interest Rate TradesAlpha From Relative-Value Trades: Mortgage-Backed Securities vs. TreasuriesAlpha From Credit DerivativesAlpha From Energy DerivativesAlpha From Long / Short StrategiesUsing Derivatives to Transport AlphaRisk Management of Derivatives PortfoliosConclusionHedge Fund Alpha Tear Sheet — Chapter 7End NotesReferences

Keywords: Hedge Funds; Alpha; Investment Strategy; Stock Market; Investing; Emerging Markets; Fund of Funds; Investment Management; Brazil; Russia; India; China (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812834669_0007 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812834669_0007 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812834669_0007

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().