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- Statistical_arbitrage abstract "In the world of finance and investments, statistical arbitrage is used in two related but distinct ways: In academic literature, "statistical arbitrage" is opposed to (deterministic) arbitrage. In deterministic arbitrage, a sure profit can be obtained from being long some securities and short others. In statistical arbitrage, there is a statistical mispricing of one or more assets based on the expected value of these assets. In other words, statistical arbitrage conjectures statistical mispricings of price relationships that are true in expectation, in the long run when repeating a trading strategy. Among those who follow the hedge fund industry, "statistical arbitrage" refers to a particular category of hedge funds (other categories include global macro, convertible arbitrage, and so on). In this narrower sense, statistical arbitrage is often abbreviated as Stat Arb or StatArb. According to Andrew Lo, StatArb "refers to highly technical short-term mean-reversion strategies involving large numbers of securities (hundreds to thousands, depending on the amount of risk capital), very short holding periods (measured in days to seconds), and substantial computational, trading, and information technology (IT) infrastructure".↑ ↑ ↑".
- Statistical_arbitrage wikiPageExternalLink StatArb.pdf.
- Statistical_arbitrage wikiPageExternalLink 0470023511.pdf.
- Statistical_arbitrage wikiPageExternalLink abstract=1371903..
- Statistical_arbitrage wikiPageExternalLink abstract=1505073..
- Statistical_arbitrage wikiPageExternalLink www.apt.com.
- Statistical_arbitrage wikiPageExternalLink www.axioma.com.
- Statistical_arbitrage wikiPageExternalLink statisticalarbitrage4.doc.doc.
- Statistical_arbitrage wikiPageExternalLink statisticalarbitrage5.doc.doc.
- Statistical_arbitrage wikiPageExternalLink statisticalarbitrage6.doc.doc.
- Statistical_arbitrage wikiPageExternalLink AvellanedaLeeStatArb071108.pdf.
- Statistical_arbitrage wikiPageExternalLink www.northinfo.com.
- Statistical_arbitrage wikiPageExternalLink www.riskinfotech.com.
- Statistical_arbitrage wikiPageExternalLink faj.v63.n5.pdf.
- Statistical_arbitrage wikiPageExternalLink 080617_thorp.pdf.
- Statistical_arbitrage wikiPageExternalLink 080630_thorp.pdf.
- Statistical_arbitrage wikiPageExternalLink 080709_thorp.pdf.
- Statistical_arbitrage wikiPageID "1137949".
- Statistical_arbitrage wikiPageLength "14799".
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- Statistical_arbitrage wikiPageRevisionID "664619025".
- Statistical_arbitrage wikiPageWikiLink A_Demon_Of_Our_Own_Design.
- Statistical_arbitrage wikiPageWikiLink A_Demon_of_Our_Own_Design.
- Statistical_arbitrage wikiPageWikiLink Andrew_Lo.
- Statistical_arbitrage wikiPageWikiLink Arbitrage.
- Statistical_arbitrage wikiPageWikiLink Beta_(finance).
- Statistical_arbitrage wikiPageWikiLink Category:Investment.
- Statistical_arbitrage wikiPageWikiLink Category:Mathematical_finance.
- Statistical_arbitrage wikiPageWikiLink Cointegration.
- Statistical_arbitrage wikiPageWikiLink Convertible_arbitrage.
- Statistical_arbitrage wikiPageWikiLink Correlation.
- Statistical_arbitrage wikiPageWikiLink Correlation_and_dependence.
- Statistical_arbitrage wikiPageWikiLink Currency_correlation.
- Statistical_arbitrage wikiPageWikiLink Currency_pair.
- Statistical_arbitrage wikiPageWikiLink Data_mining.
- Statistical_arbitrage wikiPageWikiLink Default_(finance).
- Statistical_arbitrage wikiPageWikiLink Ed_Thorp.
- Statistical_arbitrage wikiPageWikiLink Edward_O._Thorp.
- Statistical_arbitrage wikiPageWikiLink Equity_trading.
- Statistical_arbitrage wikiPageWikiLink Fourier-related_transforms.
- Statistical_arbitrage wikiPageWikiLink Global_macro.
- Statistical_arbitrage wikiPageWikiLink Hedge_fund.
- Statistical_arbitrage wikiPageWikiLink Infinity.
- Statistical_arbitrage wikiPageWikiLink List_of_Fourier-related_transforms.
- Statistical_arbitrage wikiPageWikiLink Long_(finance).
- Statistical_arbitrage wikiPageWikiLink MSCI.
- Statistical_arbitrage wikiPageWikiLink Machine_learning.
- Statistical_arbitrage wikiPageWikiLink Margin_(finance).
- Statistical_arbitrage wikiPageWikiLink Margin_call.
- Statistical_arbitrage wikiPageWikiLink Market_maker.
- Statistical_arbitrage wikiPageWikiLink Mean_reversion.
- Statistical_arbitrage wikiPageWikiLink Mean_reversion_(finance).
- Statistical_arbitrage wikiPageWikiLink Mergers_and_acquisitions.
- Statistical_arbitrage wikiPageWikiLink Model_risk.
- Statistical_arbitrage wikiPageWikiLink Momentum_(finance).
- Statistical_arbitrage wikiPageWikiLink Morgan_Stanley.
- Statistical_arbitrage wikiPageWikiLink Pairs_trade.
- Statistical_arbitrage wikiPageWikiLink Short_(finance).
- Statistical_arbitrage wikiPageWikiLink Stocks.
- Statistical_arbitrage wikiPageWikiLink Time_series.
- Statistical_arbitrage wikiPageWikiLink Volatility_arbitrage.
- Statistical_arbitrage wikiPageWikiLinkText "Statistical Arbitrage".
- Statistical_arbitrage wikiPageWikiLinkText "Statistical Arbitrage: Events of Summer 2007".
- Statistical_arbitrage wikiPageWikiLinkText "Statistical arbitrage".
- Statistical_arbitrage wikiPageWikiLinkText "statistical arbitrage".
- Statistical_arbitrage hasPhotoCollection Statistical_arbitrage.
- Statistical_arbitrage wikiPageUsesTemplate Template:By_whom.
- Statistical_arbitrage wikiPageUsesTemplate Template:Cite_journal.
- Statistical_arbitrage wikiPageUsesTemplate Template:Hedge_funds.
- Statistical_arbitrage wikiPageUsesTemplate Template:Reflist.
- Statistical_arbitrage subject Category:Investment.
- Statistical_arbitrage subject Category:Mathematical_finance.
- Statistical_arbitrage type Article.
- Statistical_arbitrage type Article.
- Statistical_arbitrage type Field.
- Statistical_arbitrage type Market.
- Statistical_arbitrage type Occupation.
- Statistical_arbitrage comment "In the world of finance and investments, statistical arbitrage is used in two related but distinct ways: In academic literature, "statistical arbitrage" is opposed to (deterministic) arbitrage. In deterministic arbitrage, a sure profit can be obtained from being long some securities and short others. In statistical arbitrage, there is a statistical mispricing of one or more assets based on the expected value of these assets.".
- Statistical_arbitrage label "Statistical arbitrage".
- Statistical_arbitrage sameAs Arbitrage_statistique.
- Statistical_arbitrage sameAs m.049jxw.
- Statistical_arbitrage sameAs Q2859660.
- Statistical_arbitrage sameAs Q2859660.
- Statistical_arbitrage wasDerivedFrom Statistical_arbitrage?oldid=664619025.
- Statistical_arbitrage isPrimaryTopicOf Statistical_arbitrage.