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当前,对冲基金业绩的优异表现吸引了历史上最大规模的资金流入。对暂时性价格偏差的深入分析是基金行业的经理人最基本也是最重要的技能之一。本文就纯粹套利,风险套利和市场间套利三个方面简要讨论了价格偏差分析在对冲基金中的重要性。
At present, the outstanding performance of hedge funds attracted the largest inflow of funds in history. An in-depth analysis of temporary price deviations is one of the most basic and important skills managers in the fund industry. This article briefly discusses the importance of price deviation analysis in hedge funds in three aspects: pure arbitrage, risk arbitrage and intermarket arbitrage.