In finance, statistical arbitrage (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 statistical arbitrage, it may refer to expected profit, though losses...

include several types of market-making, event arbitrage, statistical arbitrage, and latency arbitrage. Most high-frequency trading strategies are not...

the basis of deviations from statistically significant relationships. Like market-making strategies, statistical arbitrage can be applied in all asset...

dependent and based on volatility. A common type of vol arb is type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option...

Index arbitrage is a subset of statistical arbitrage focusing on index components. An index (such as S&P 500) is made up of several components (in the...

of strategies such as index arbitrage, statistical arbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much...

September 2002 based on statistical arbitrage. This hedge fund was closed largely because the return of the statistical arbitrage strategies had been low...

investment management which includes a variety of methods such as statistical arbitrage, algorithmic trading and electronic trading. Some of the larger...

techniques, profiting from mispricings in derivatives, and later statistical arbitrage, which involved trading a large number of stocks for short-term...

investment strategies like statistical arbitrage (quantitative analysis); fundamental long-short investing; merger arbitrage (taking advantage of price...

than $57 billion in assets. He spent 12 years at Millennium as a statistical-arbitrage portfolio manager before he founded WorldQuant in 2007. WorldQuant...

at Millennium as a portfolio manager since 1995. With a focus on statistical arbitrage, Tulchinsky's team of researchers and quantitative traders joined...

Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by...

relative-value investing Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk arbitrage Special situation...

quantitative firm founded by employees who were previously part of the statistical arbitrage proprietary trading group (QSA) of Merrill Lynch & Co . According...

relative-value investing Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk arbitrage Special situation...

relative-value investing Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk arbitrage Special situation...

relative-value investing Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk arbitrage Special situation...

"market-neutral strategies, including statistical arbitrage, Japanese warrant arbitrage, convertible-bond arbitrage and fixed-income trading." Its non-hedge...

In finance, arbitrage pricing theory (APT) is a multi-factor model for asset pricing which relates various macro-economic (systematic) risk variables...

living on, York Avenue. Jamie Dinan started his career at the merger arbitrage firm Kellner DiLeo & Company. In 1987, the market crashed and he lost...

relative-value investing Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk arbitrage Special situation...

markets. Statistical arbitrage: identifying pricing inefficiencies between securities through mathematical modelling techniques Volatility arbitrage: exploit...

these contracts with all former employees. The firm engages in statistical arbitrage by going through data to find trading signals and patterns related...

employees and investors. When TGS started trading, it pursued a form of statistical arbitrage and within a few years, it had made enough to return money to most...

Civilian Administrator. Briga Heelan as Keri Brennan, an expert in statistical arbitrage, who was sexually assaulted by her boss and decided to press charges...

control of those assets Profiling and managing related risks Finance Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching...

Triangular arbitrage (also referred to as cross currency arbitrage or three-point arbitrage) is the act of exploiting an arbitrage opportunity resulting...

structure between the variables. Copulas are popular in high-dimensional statistical applications as they allow one to easily model and estimate the distribution...