# Index arbitrage

- Canonical URL: https://www.gerhardmerk.de/index-arbitrage
- Post ID: 587346
- Modified: 2023-07-25T21:01:17+00:00
- Language: en

## Definition

The purchase (sale) of a share index futures and the simultaneous sale (purchase) of some or all of the shares that make up the particular share index. The aim is to profit from sufficiently large intermarket spreads between the futures contract and the index itself). High-frequency trading firms specializing in these transactions have emerged around the world. - See arbitrage, hedge fund, intermarket spread, positions, synthetic, price difference trading, option, commodity futures contract, value fund. Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

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