Index arbitrage
id:
index-arbitrage-267-9626013
title:
Index arbitrage
text:
Index arbitrage is a subset of statistical arbitrage focusing on index components. An index is made up of several components, and the value of the index is typically computed as a linear function of the component prices, where the details of the computation are determined in accordance with the index methodology. The idea of index arbitrage is to exploit discrepancies between the market price of a product that tracks the index and the market prices of the underlying index components, which are t
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Index_arbitrage
date created:
date modified:
2023-09-26T22:31:39Z
main entity:
{"identifier":"Q6017830","url":"https://www.wikidata.org/entity/Q6017830"}
image:
fields total:
13
integrity:
13