How do arbitrage funds stress test their portfolios

Arbitrage funds profit on price differentials in different markets. They may purchase stock in the cash market and sell that interest in the futures market. About Arbitrage Fund: Arbirtage funds are the hybrid funds as they have sizeable exposure to debt markets. Jan 3, 2024 ... Arbitrage funds, like liquid funds or FDs, are 'saving' (& not ... A typical arbitrage fund leverages 70-80% of money for equity arbitrage ... Thus LTCM failed as a fixed income arbitrage fund, although it is unclear what sort of profit was realised by the banks that bailed LTCM out. See also. edit ... An open ended scheme investing in arbitrage opportunities between cash and futures prices of exchange traded equities. Jun 26, 2024 ... This is a Future Fund Board of Guardians investment holding entity controlled by the General Partner / Investment Manager The Arbitrage Fund (ARBFX) · -0.30% · 0.92% · 1.00% · 2.33% · 4.69% · 1.23% · 1.70% · 31.60%. Key Events. Mountain. Advanced Chart. Loading Chart ... Carmignac Portfolio Merger Arbitrage A EUR Acc ➤ Find out more about the Fund's key features, i.e. its objectives, strategy, performance data, ... The share of Arbitrage Funds in single stock futures *OI value has ranged from. 25% - 30% in the last 9 months. • At its peak, the Arbitrage Fund industry ... The investment objective of the Scheme is to seek to generate reasonable returns by predominantly investing in arbitrage opportunities in the cash and ...