• now center to varying degrees around statistical arbitrage trading. As a trading strategy, statistical arbitrage is a heavily quantitative and computational
    15 KB (1,887 words) - 21:08, 27 October 2021
  • high-frequency trading include several types of market-making, event arbitrage, statistical arbitrage, and latency arbitrage. Most high-frequency trading strategies
    71 KB (8,276 words) - 23:55, 14 June 2022
  • such as index arbitrage, statistical arbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much like a hedge
    7 KB (806 words) - 09:08, 9 June 2022
  • 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
    43 KB (6,432 words) - 08:38, 18 June 2022
  • 1980s, program trading became widely used in trading between the S&P 500 equity and futures markets in a strategy known as index arbitrage. At about the
    71 KB (8,784 words) - 23:51, 19 May 2022
  • volatility. A common type of vol arb is type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlying
    7 KB (1,062 words) - 08:40, 17 December 2021
  • Triangular arbitrage (also referred to as cross currency arbitrage or three-point arbitrage) is the act of exploiting an arbitrage opportunity resulting
    13 KB (1,721 words) - 17:54, 26 April 2021
  • 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
    3 KB (390 words) - 13:53, 7 January 2022
  • In finance, arbitrage pricing theory (APT) is a multi-factor model for asset pricing which relates various macro-economic (systematic) risk variables
    16 KB (2,110 words) - 22:29, 2 May 2022
  • Day trading is a form of speculation in securities in which a trader buys and sells a financial instrument within the same trading day, so that all positions
    29 KB (3,762 words) - 00:57, 18 June 2022
  • Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by
    11 KB (1,313 words) - 08:52, 26 December 2019
  • various trading strategies were developed by major banks, including statistical arbitrage, trend following and mean reversion. High-frequency trading strategies
    5 KB (574 words) - 16:40, 24 April 2021
  • which includes a variety of methods such as statistical arbitrage, algorithmic trading and electronic trading. Some of the larger investment managers using
    30 KB (3,517 words) - 12:08, 17 June 2022
  • movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Pair trading was pioneered by Gerry Bamberger and later
    10 KB (1,392 words) - 14:45, 11 February 2022
  • bond arbitrage desk until he resigned in 1991 amid a trading scandal. According to Chi-fu Huang, later a Principal at LTCM, the bond arbitrage group
    46 KB (5,692 words) - 19:58, 10 June 2022
  • options; Financial modeling; Asset pricing. The fundamental theorem of arbitrage-free pricing is one of the key theorems in mathematical finance, while
    22 KB (2,222 words) - 11:51, 23 March 2022
  • allow for profitable arbitrage, i.e. they comprise an arbitrage-free market, then these prices are also said to constitute an "arbitrage equilibrium". Intuitively
    102 KB (9,918 words) - 19:03, 10 June 2022
  • The following contains a list of trading losses of the equivalent of USD100 million or higher. Trading losses are the amount of principal losses in an
    35 KB (1,945 words) - 14:54, 30 May 2022
  • control of those assets Profiling and managing project risks Finance Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching
    65 KB (5,352 words) - 18:44, 2 June 2022
  • in quantitative trading techniques, profiting from mispricings in derivatives, and later statistical arbitrage, which involved trading a large number of
    3 KB (334 words) - 08:42, 22 March 2022

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