Basis Trading

  

Categories: Trading, Metrics, Accounting

See basis point.

A trader will use this strategy to generate profit off small fluctuations in the basis point value of two different assets.

For example, a basis trader may perceive two similar securities as being incorrectly priced, and purchase the overpriced security with the expectation of it depreciating (short position), and purchase the underpriced security with the expectation that it will appreciate (long position). As their respective values converge, the basis trader makes their moolah.

Related or Semi-related Video

Finance: What Is a Basis Point?124 Views

00:00

finance a la shmoop what is a basis point?

00:05

well one percentage point is a hundred basis points, half a percentage is 50

00:12

basis points, five percentage points is? yeah we're gonna make you do that one on [frowning man talks to camera]

00:17

your own. well the basic idea is that in very large financial transactions those

00:22

involved need highly granular computation grids, and basis points

00:27

divid interest rates much more tightly. if a company borrows three billion

00:31

dollars just noting that the rate is four percent is really vague. it would

00:37

need to be noted as four point zero zero percent. why? because just one basis point [equation on screen]

00:44

i.e. one hundredth of a percent per year on three billion dollars borrowed

00:49

is still a lot of money. that is one basis point on three billion bucks is

00:53

300 grand .so basis points are a real thing in high finance transactions and [smiling man talk to camera]

00:58

okay okay the answer is 500 basis points. yeah all right now you can go back to

01:03

spinning this thingy. [man spins fidget spinner]

Up Next

Finance: What is program trading?
14 Views

What is program trading? Program trading refers to the use of computer algorithms to place and execute large volume, multiple buy and sell orders o...

Finance: What is position trading?
4 Views

What are position trading and swing trading? Get your mind out of the gutter. They're way more boring than they sound.

Finance: What is Cost Basis?
10 Views

What is Cost Basis? For accounting purposes, the cost basis is the amount invested at the time of asset purchase. That is subtracted from the sale...

Find other enlightening terms in Shmoop Finance Genius Bar(f)