Investment methods and systems for use in association with a pairs trading strategy

摘要

Embodiments of an investment method for use by institutional investors are provided. The method may include the steps of selling a call associated with a first group of securities of the investor to a first broker/dealer; entering into a short swap arrangement with an equity swap entity, the short swap arrangement being associated with the call and the first group of securities; entering into a capped swap arrangement with a second broker/dealer based on a second group of securities; and, entering into a long swap arrangement with the equity swap entity based on the second group of securities. Embodiments of a method for arranging an investment strategy for an institutional investor are also provided. In addition, the system and computer-readable media embodiments are provided in association with the investment method embodiments described herein.