The strategy performed well during the quarter, delivering returns consistent with traditional fixed income while maintaining the reduced volatility and interest-rate risk investors seek from bond ...

Gamma neutral hedging is a risk management strategy in options trading where the total gamma value approaches zero, stabilizing a portfolio against second-order risks.

Algorithmic trading ispurchasing or selling stocks and other investment assets via an automated electronic order. In other words, software can be programmed with instructions to buy or sell an asset.

Calamos Market Neutral Income Strategy continued to deliver on its aim of providing steady gains, regardless of the market’s direction. Our approach—combining an arbitrage sleeve and hedged equity ...