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Siberian
Topic Author
Posts: 298
Joined: June 25th, 2003, 8:56 pm

convert arb outlook

June 3rd, 2008, 5:08 pm

so the usual theory would tell you vol is up, spreads are wide, conver arb should do good in these times. Are there any other thoughts concerning the outlook for the strategy for the near future (1-2 yrs)Thanks for your thougths.Ev
 
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EOrion
Posts: 57
Joined: April 11th, 2008, 4:06 pm

convert arb outlook

June 4th, 2008, 4:05 pm

true, the issue is te wide spreads. CA is bad if they go wider.
 
User avatar
Siberian
Topic Author
Posts: 298
Joined: June 25th, 2003, 8:56 pm

convert arb outlook

June 4th, 2008, 8:42 pm

doesn't issuance in cb pick up when the spreads are wide? i thought that was the argument why the convert arb did not do too good in the environment prior to August, i.e. low vol, narrow spreads, etc.THanks for the feedbackEv
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