Box spread arbitrage returns

Discussion in 'Options' started by TradeMachine, Oct 31, 2021.

  1. Practically, what kind of annualized returns can you achieve with a box spreads, if you can capture them?
     
  2. newwurldmn

    newwurldmn

    10bps below libor?
     
  3. taowave

    taowave

    Box arbitrage is making a comeback??? :)
     
    newwurldmn likes this.
  4. newwurldmn

    newwurldmn

    retail traders gonna arbitrage JPMorgans balance sheet
     
  5. traider

    traider

    below 10%
     
  6. As soon as they revive open outcry and the Black Scholes hardcopy printouts, for sure. Don't go underestimating nostalgia, man.
     
    taowave likes this.
  7. destriero

    destriero

    lol wut?
     
    newwurldmn likes this.
  8. taowave

    taowave

    technically,hes not wrong


     
    newwurldmn likes this.
  9. destriero

    destriero


    He's implying 10%. Yes, I understand legalspeak. More than 0% and less than 10%.
     
  10. taowave

    taowave

    hes within 950 basis points
     
    #10     Oct 31, 2021