• In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion
    15 KB (1,878 words) - 10:32, 26 May 2021
  • high-frequency trading include several types of market-making, event arbitrage, statistical arbitrage, and latency arbitrage. Most high-frequency trading strategies
    72 KB (8,389 words) - 17:28, 1 September 2021
  • 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
    42 KB (6,278 words) - 22:34, 11 September 2021
  • 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 (8,762 words) - 13:54, 19 August 2021
  • such as index arbitrage, statistical arbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much like a hedge
    9 KB (1,148 words) - 19:36, 11 September 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
  • In finance, volatility arbitrage (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option
    7 KB (1,042 words) - 13:11, 10 July 2019
  • 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
    42 KB (5,185 words) - 15:53, 17 August 2021
  • various trading strategies were developed by major banks, including statistical arbitrage, trend following and mean reversion. High-frequency trading strategies
    5 KB (572 words) - 16:40, 24 April 2021
  • 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
    2 KB (294 words) - 17:51, 4 March 2021
  • Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by
    11 KB (1,311 words) - 08:52, 26 December 2019
  • In finance, arbitrage pricing theory (APT) is a general theory of asset pricing that holds that the expected return of a financial asset can be modeled
    13 KB (1,756 words) - 17:05, 19 September 2021
  • movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Pair trading was pioneered by Gerry Bamberger and later
    10 KB (1,387 words) - 11:47, 3 June 2021
  • in quantitative trading techniques, profiting from mispricings in derivatives, and later statistical arbitrage, which involved trading a large number of
    3 KB (335 words) - 12:57, 15 March 2021
  • which includes a variety of methods such as statistical arbitrage, algorithmic trading and electronic trading. Some of the larger investment managers using
    29 KB (3,454 words) - 07:23, 29 August 2021
  • 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 (3,766 words) - 22:24, 14 September 2021
  • investment strategies like statistical arbitrage (quantitative analysis); fundamental long-short pairing; merger arbitrage (taking advantage of price
    11 KB (878 words) - 15:33, 9 September 2021
  • options; Financial modeling; Asset pricing. The fundamental theorem of arbitrage-free pricing is one of the key theorems in mathematical finance, while
    21 KB (2,201 words) - 00:41, 25 September 2021
  • control of those assets Profiling and managing project risks Finance Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching
    59 KB (4,849 words) - 05:13, 20 September 2021
  • quickly noted by index arbitrage traders who tried to profit through sell at market orders. Index arbitrage, a form of program trading, added to the confusion
    53 KB (6,751 words) - 00:06, 28 September 2021

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