short arbitrage

基本解釋

The market is about to usher in a short mechanism, when the market risk, through to short arbitrage.
市場即將迎來做空機制，當(dāng)市場風(fēng)險較大時，可以通過做空來套利。
In this article, we focus on the prediction for bond price, arbitrage and Markovian short rates in the bond markets based on mixed fractional Brownian motion.
研究了基于混合分數(shù)布朗運動的債券市場上的價格預(yù)測、馬爾科夫短期利率和套利問題。
When the investment is so hot, everyone chases short-term market arbitrage without caring about the market value, there must be some problem expanding and it will float up to the surface.
當(dāng)投資者開始追逐熱錢時，大家都蜂擁而至，追求的是短期市場獲利而并不關(guān)注它本身的價值，這就一定會有問題，并且，問題會不斷膨脹、逐漸浮出水面。
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And because hedge funds are under pressure in their traditional business, which is short-term arbitrage in liquid markets, they are attracted by returns from private equity potentially at least double what they expect from their usual activities.
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Some say the hedge funds are now practicing arbitrage, playing GOOG short and AAPL long.
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The universe of hedge fund asset classes is very deep and includes convertible arbitrage, distressed mortgage, long-short equity and global macro, among many other complex strategies.
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