Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Index_arbitrage> ?p ?o }
Showing triples 1 to 44 of
44
with 100 triples per page.
- Index_arbitrage abstract "Index arbitrage is a subset of statistical arbitrage focusing on index components.The idea is that an index (such as S&P 500 or Russell 2000) is made up of several components (in the example, 500 large US stocks picked by S&P to represent the US market) that influence the index price in a different manner.For instance, there are leaders (components that react first to market impact) and laggers (the opposite). As the index is the weighted sum of all components, identifying leaders and laggers can provide a proprietary trader with the opportunity to take positions in these and make money if he/she believes the laggers will eventually rally on the leaders. The challenge being of course to correctly identify these, and to have the technology to act in the marketplace before the price correction takes place.Other types of index arbitrage include basis trading, the arbitrage between a current index value (synthetically replicated) and that of its future.".
- Index_arbitrage wikiPageID "5576186".
- Index_arbitrage wikiPageLength "1352".
- Index_arbitrage wikiPageOutDegree "17".
- Index_arbitrage wikiPageRevisionID "507261075".
- Index_arbitrage wikiPageWikiLink Algorithmic_trading.
- Index_arbitrage wikiPageWikiLink Basis_trading.
- Index_arbitrage wikiPageWikiLink Category:Financial_markets.
- Index_arbitrage wikiPageWikiLink Category:Mathematical_finance.
- Index_arbitrage wikiPageWikiLink Complex_event_processing.
- Index_arbitrage wikiPageWikiLink Dark_liquidity.
- Index_arbitrage wikiPageWikiLink Dark_pools_of_liquidity.
- Index_arbitrage wikiPageWikiLink Electronic_trading.
- Index_arbitrage wikiPageWikiLink Implementation_shortfall.
- Index_arbitrage wikiPageWikiLink Investment_strategy.
- Index_arbitrage wikiPageWikiLink Market_impact.
- Index_arbitrage wikiPageWikiLink Proprietary_trader.
- Index_arbitrage wikiPageWikiLink Proprietary_trading.
- Index_arbitrage wikiPageWikiLink Quantitative_investing.
- Index_arbitrage wikiPageWikiLink Quantitative_trading.
- Index_arbitrage wikiPageWikiLink Russell_2000.
- Index_arbitrage wikiPageWikiLink Russell_2000_Index.
- Index_arbitrage wikiPageWikiLink S&P_500.
- Index_arbitrage wikiPageWikiLink S&P_500_Index.
- Index_arbitrage wikiPageWikiLink Statistical_arbitrage.
- Index_arbitrage wikiPageWikiLink Synthetic_replication.
- Index_arbitrage wikiPageWikiLinkText "Index Arbitrage".
- Index_arbitrage wikiPageWikiLinkText "index arbitrage".
- Index_arbitrage hasPhotoCollection Index_arbitrage.
- Index_arbitrage wikiPageUsesTemplate Template:Finance-stub.
- Index_arbitrage subject Category:Financial_markets.
- Index_arbitrage subject Category:Mathematical_finance.
- Index_arbitrage hypernym Subset.
- Index_arbitrage type Software.
- Index_arbitrage type Field.
- Index_arbitrage type Market.
- Index_arbitrage type Occupation.
- Index_arbitrage comment "Index arbitrage is a subset of statistical arbitrage focusing on index components.The idea is that an index (such as S&P 500 or Russell 2000) is made up of several components (in the example, 500 large US stocks picked by S&P to represent the US market) that influence the index price in a different manner.For instance, there are leaders (components that react first to market impact) and laggers (the opposite).".
- Index_arbitrage label "Index arbitrage".
- Index_arbitrage sameAs m.0dtcp8.
- Index_arbitrage sameAs Q6017830.
- Index_arbitrage sameAs Q6017830.
- Index_arbitrage wasDerivedFrom Index_arbitrage?oldid=507261075.
- Index_arbitrage isPrimaryTopicOf Index_arbitrage.