I don't think so. The reason being simple: essentially, Convertible Arbitrage (CA) strategy entails longing the Convertible Bonds(CB) and short sale an amount of issuer's equity to be delta neutral. While the short selling of individual stock is not 'LEGALLY' available in China yet, I dont think you can implement CA strategy in mainland China. However, you might be able to do so in HK. Please correct me if I am wrong.
I am working for GLG Partners (3rd largest hedge fund in Europe with more than 20 billion USD AUM) in London at the moment, if you are a HNWI or represent institutional investors or have the track record for convertible arbitrage, feel free to drop me an email at my personal account:
zyadam84@hotmail.co.uk, I will be glad to have a chat.
Regards,
