Discussion in 'ETFs' started by Jgills, Nov 17, 2012.

  1. Jgills


    i'm looking into etf/etn arb strategies and i am looking for some learning resources- does anyone have any good references on the starting places to look?
  2. You made me curious so I made a quick search, and I found an article that say you have no chance unless you are institutional investor.

    Comprehensible as you can't execute as fast as those investors can. They have smarter robots, faster PCs and even direct access to market.
  3. iggy9807


  4. Jgills


    i work at an institution. i could gain access to these "smarter robots, faster PCs and even direct acccess to markets" if i developed some decent strategies.

    i'm more interested in learning about etf arb strategies in different markets, i.e. etfs vs etfs is prob easiest and most competitive, etfs vs underlying equities, etfs vs underlying futures, etfs vs other underlying.

    any thoughts on it?
  5. Jgills


    what is ^vxx-iv?
  6. ^vxx-iv is vxx's queer uncle
  7. Jgills


    i'm trying to pull it up on bloomberg, do you know if it goes by another ticker? or how i can do so?

    also, to answer your other question, the etf is tracking a dynamic position in vix futures
  8. I was curious about this comment because of the nature of the questions you are asking. Where do you work and what do you do?

    With a satisfactory answer I will post an answer to all your questions.
  9. Jgills


    id prefer not to outright say the institution where i work, but im an analyst on a sales and trading desk. i split my time between equity-linked structured products and OTC equity derivs.

    as a disclosure, the information i'm looking for has nothing to do with where i work or what i do, but more of my own natural curiosity and development.
    #10     Nov 26, 2012