Triple Witching Arbitrage
Institutional multi-product expiration arbitrage.
Master
Market Outlook
market-neutral
Family
arbitrage
Capital Req
very-high
Risk Profile
neutral
Strategy Overview
Key characteristics and when to use
Structure
Multi-Product Expiration Arbitrage
Greek Profile
Complex multi-product greek exposure
Characteristics
ArbitrageInstitutionalProfessionalMulti-Product
Profit & Loss Formulas
Mathematical breakdown
Max Profit
Complex model dependent
Max Loss
Model and position dependent
Breakeven
Multi-variable complex calculation