Merger Arbitrage LImited manages a successful Merger Arbitrage (Risk Arbitrage) investment fund using multiple variants of the traditional merger arbitrage strategy. These special situations variant strategies combine to ...
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Merger Arbitrage LImited manages a successful Merger Arbitrage (Risk Arbitrage) investment fund using multiple variants of the traditional merger arbitrage strategy. These special situations variant strategies combine to reduce correlation with the broader market making this fund an ideal complementary investment to a traditional portfolio.
The fund continuously looks for new opportunities and strategies in addition to developing additional arbitrage investment strategies such as Stat Arb and relative value. These quantitative arbitrage systems are uncorrelated with market returns and produce a superior risk / return profile. I code strategies in R and Visual Studio, although various arbitrage and event driven situations require additional manual oversight to optimize execution and performance.
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Why Merger Arbitrage Hedge Funds May Have It Made In 2019
"They also look for activism outside the U.S. to grow this year, presenting even more catalysts for M&A activity." - This I definitely agree with.
Unfortunately M&A activity does not always translate into profitable merger arbitrage. However, a significant driver for opportunites to profit from merger arbitrage will originate from market volatility. Cash spreads had become extremely tight during the first quarter of the year. Whereas they have now widened to more attractive levels following market turbulence. See here for more current info https://mergerarbitragelimited.com/spreads/