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| convergence trade ： ウィキペディア英語版 |
convergence trade
Convergence trade is a trading strategy consisting of two positions: buying one asset forward—i.e., for delivery in future (going ''long'' the asset)—and selling a similar asset forward (going ''short'' the asset) for a higher price, in the expectation that by the time the assets must be delivered, the prices will have become closer to equal (will have converged), and thus one profits by the amount of convergence.
Convergence trades are often referred to as arbitrage (as in merger arbitrage), though in careful use arbitrage only refers to trading in ''the same'' or ''identical'' assets or cash flows, rather than in ''similar'' assets.
== Examples ==
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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