Practically, what kind of annualized returns can you achieve with a box spreads, if you can capture them?
Box spread arbitrage returns
- Thread starter TradeMachine
- Start date
10bps below libor?
Box arbitrage is making a comeback???
retail traders gonna arbitrage JPMorgans balance sheet
Box arbitrage is making a comeback???
As soon as they revive open outcry and the Black Scholes hardcopy printouts, for sure. Don't go underestimating nostalgia, man.
lol wut?