AVM co-founder Cliff Viner, who actively directs our Rates & Swaps team, has been immersed in the global rates and swaps market since 1982. Collectively, the team has a long and enviable history of generating alpha for its clients and affiliates.
AVM’s most frequently used trading types include:
- Convergence structures (basis trades)
- Trading around a platform (small adjustments on asset swap box)
- Creating long undervalued options structures
- Gross anomalies
Unique strategies currently in global markets include:
- EUR Conditional Steepeners
- U.K. Asset Swaps
- U.S. Synthetic Treasuries vs. Whole Bonds
- JGB Short-Term Steepener
- CAD Flatteners vs. U.S. Steepeners