We know that U.S. equity futures and S&P 500 index prices track each other very closely, so clearly arbitrage occurs. Today, using low latency data, we identify large amounts of the value in the S&P ...

Bond futures are financial derivative contracts that obligate the buyer and seller to transact a specified bond at a predetermined price and date. These contracts allow market participants to ...

Soaring crude futures prices on the Shanghai International Energy Exchange (INE) have opened the arbitrage for traders to deliver in November what could be this year’s highest volumes of crude from ...