In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by substantial mathematical, computational, and trading platforms.[1]
^Andrew W. Lo (2010). Hedge Funds: An Analytic Perspective (Revised and expanded ed.). Princeton University Press. p. 260. ISBN 978-0-691-14598-3.
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In finance, statisticalarbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion...
price. In principle and in academic use, an arbitrage is risk-free; in common use, as in statisticalarbitrage, it may refer to expected profit, though losses...
implementations adopted practices from the investing approaches of arbitrage, statisticalarbitrage, trend following, and mean reversion. Case studies Profitability...
of strategies such as index arbitrage, statisticalarbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much...
dependent and based on volatility. A common type of vol arb is type of statisticalarbitrage that is implemented by trading a delta neutral portfolio of an option...
Triangular arbitrage (also referred to as cross currency arbitrage or three-point arbitrage) is the act of exploiting an arbitrage opportunity resulting...
In finance, arbitrage pricing theory (APT) is a multi-factor model for asset pricing which relates various macro-economic (systematic) risk variables...
Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by...
Index arbitrage is a subset of statisticalarbitrage focusing on index components. An index (such as S&P 500) is made up of several components (in the...
techniques, profiting from mispricings in derivatives, and later statisticalarbitrage, which involved trading a large number of stocks for short-term...
investment strategies like statisticalarbitrage (quantitative analysis); fundamental long-short investing; merger arbitrage (taking advantage of price...
employees and investors. When TGS started trading, it pursued a form of statisticalarbitrage and within a few years, it had made enough to return money to most...
and can employ varieties of strategies such as market neutral, statisticalarbitrage, or high-frequency trading strategies to enhance the return of one's...
at Millennium as a portfolio manager since 1995. With a focus on statisticalarbitrage, Tulchinsky's team of researchers and quantitative traders joined...
control of those assets Profiling and managing related risks Finance Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching...
downtrend, or sideways movement. This strategy is categorized as a statisticalarbitrage and convergence trading strategy. Pair trading was pioneered by...
quantitative firm founded by employees who were previously part of the statisticalarbitrage proprietary trading group (QSA) of Merrill Lynch & Co . According...
various trading strategies were developed by major banks, including statisticalarbitrage, trend following and mean reversion. High-frequency trading strategies...
proprietary trader from Deutsche Bank. Hiscock was Head of the Global Statisticalarbitrage team in Deutsche Bank and took his team of 15 staff to set up GSA...
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