Market arbitrage by hedge funds is the simultaneous buying and selling of a security or derivative of the security to exploit market pricing differentials.

Name: Market arbitrage by hedge funds is the simultaneous buying and selling of a security or derivative of the security to exploit market pricing differentials.
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Market arbitrage involves taking advantage of price differences of the same asset in different markets or forms, allowing hedge funds to profit from these discrepancies.

Market Arbitrage by Hedge Funds Is the Simultaneous Buying and Selling