Chapter 14: Miscellaneous

14.1 PLUGIN

Inflation Hedging Swaps

Strategy 14.1: Buy/sell inflation swaps based on CPI trend acceleration vs breakeven inflation

miscellaneous hedging

14.2 PLUGIN

TIPS-Treasury Arbitrage

Strategy 14.2: Sell Treasury, buy TIPS + inflation swaps when replication cost C(0) is positive

miscellaneous arbitrage

14.3 PLUGIN

Weather Risk Hedging

Strategy 14.3: Trade weather futures based on degree-day forecasts vs futures pricing

miscellaneous hedging

14.4 PLUGIN

Energy Spark Spread

Strategy 14.4: Trade spark spread (electricity - heat_rate * fuel) mean-reversion

miscellaneous spread