What is the role of derivatives in arbitrage funds

Dec 9, 2024 ... Over a 6 month to 1 year period, arbitrage fund returns are typically comparable to liquid fund returns. But unlike liquid funds whose returns ... The level of risk of the fund mainly reflects the risk of the market in which the fund is invested and, as the case may be, the leveraging strategy or inverse ... Sep 28, 2023 ... Parag Parikh Arbitrage Fund (PPAF) aims to replicate this process by undertaking simultaneous buy & sell transactions in spot and futures ... LIC MF Arbitrage Fund ... The investment objective of the scheme is to generate income by taking advantage of arbitrage opportunities that potentially exists ... The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and the derivative segments of ... Arbitrage fund utilizes the price differential in the cash and derivatives segment of the equity market to generate returns with relatively low volatility. May 3, 2024 ... Arbitrage funds are a type of mutual fund that aims to exploit price differentials in different markets or instruments to generate returns. The ... Arbitrage funds are mutual funds that work on the principle of arbitrage. These funds aim to generate profit for investors by transacting in the derivative and ... Abstract. Using spectral analysis, we document that hedge fund and mutual fund flows explain much of the persistence and cyclicality of anomaly returns. Indeed, ... Nov 18, 2024 ... Arbitrage mutual funds are a type of hybrid fund that aims to exploit price differentials between the cash (spot) market and the futures market.