Sign up to save your podcasts
Or
Share Quant Radio: Arbitrage Opportunities in the Canadian Bond Markets
Share to email
Share to Facebook
Share to X
Share to email
Share to Facebook
Share to X
Or
Quant Radio: Arbitrage Opportunities in the Canadian Bond Markets
In this episode, we uncover a fascinating inefficiency in the Canadian bond market—a quirk in how interest is calculated using "day count conventions." Dive into the mechanics of how Canada’s unique approach creates potential arbitrage opportunities, why they exist in such an established market, and the challenges of exploiting them. From real-world testing with Canadian government bonds to the deeper lessons about understanding market nuances, this episode is packed with insights for finance enthusiasts and curious minds alike. What hidden patterns could you uncover in your own world?
Find the full research paper here: https://community.quantopian.com/c/community-forums/canada-eh-the-curious-case-of-arbitrage-opportunities-in-the-canadian-bond-markets
For more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.
Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
View all episodes
By QuantopianIn this episode, we uncover a fascinating inefficiency in the Canadian bond market—a quirk in how interest is calculated using "day count conventions." Dive into the mechanics of how Canada’s unique approach creates potential arbitrage opportunities, why they exist in such an established market, and the challenges of exploiting them. From real-world testing with Canadian government bonds to the deeper lessons about understanding market nuances, this episode is packed with insights for finance enthusiasts and curious minds alike. What hidden patterns could you uncover in your own world?
Find the full research paper here: https://community.quantopian.com/c/community-forums/canada-eh-the-curious-case-of-arbitrage-opportunities-in-the-canadian-bond-markets
For more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.
Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.