Fixed-Income Arbitrage is a market neutral strategy involving the initiation of various correlated issue positions with those overpriced short and those underpriced long. This method assumes a mispricing of comparable fixed-income and a normalization or subsequent reversion to the mean of the spread between these issues. This discrepancy in price among issues and securities is often nominal, and thus requires significant leverage to exploit or profit from in the deployment of this method; hence, its implementation by almost exclusively institutional investors.
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