Index Arbitrage
A Trading Strategy that exploits small and often fleeting differences in the cumulative prices of stocks making up an index compared with that index's corresponding futures contract. Index arbitrage helps keep affected markets efficient, and might involve buying the individual stocks in the index and selling the index futures when they move out of line.
Browse by Subjects
bimetallic standard
current cost accounting
red
Compensatory Damages
Electronic Data Gathering Analysis and Retrieval (EDGAR)