Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres presents convex volatility interpolation (CVI), a framework that casts the ...

The Altiva Hybrid Long-Short Fund has reinforced its positioning as an all-weather, low-volatility investment strategy, according to its January 2026 portfolio update. Managed by Edelweiss Mutual Fund ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

These days, convertible arbitrage managers can barely complete the first line of their pitch without investors heading for the door. The solid returns the strategy offered have faded as a result of ...

To evaluate AI Arbitrage rigorously, it is essential to situate it within the current architecture of cryptocurrency markets. Unlike traditional capital markets, crypto exchanges operate continuously, ...

Old Bridge Mutual Fund has announced the launch of its Old Bridge Arbitrage Fund, a low-risk, short-term investment option designed for investors seeking stable, tax-efficient income without taking on ...