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- now center to varying degrees around statistical arbitrage trading. As a trading strategy, statistical arbitrage is a heavily quantitative and computational...14 KB (1,810 words) - 07:28, 9 June 2025
- such as index arbitrage, statistical arbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much like a hedge...3 KB (246 words) - 11:26, 26 May 2025
high-frequency trading include several types of market-making, event arbitrage, statistical arbitrage, and latency arbitrage. Most high-frequency trading strategies...75 KB (8,428 words) - 23:04, 28 May 2025- arbitrage Statistical arbitrage Triangular arbitrage Uncovered interest arbitrage Volatility arbitrage Airline booking ploys Algorithmic trading Arbitrage pricing...43 KB (6,458 words) - 02:51, 22 May 2025
- of strategies used in algorithmic trading include systematic trading, market making, inter-market spreading, arbitrage, or pure speculation, such as trend...87 KB (10,510 words) - 13:26, 18 June 2025
- 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 (1,036 words) - 07:46, 11 November 2024
- 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 (362 words) - 01:45, 14 April 2025
- Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by...11 KB (1,308 words) - 14:59, 12 July 2024
- national statistical institutes. The definitions and methodological concepts applied for the various statistical collections on international trade often...36 KB (3,261 words) - 09:49, 24 May 2025
- Triangular arbitrage (also referred to as cross currency arbitrage or three-point arbitrage) is the act of exploiting an arbitrage opportunity resulting...13 KB (1,722 words) - 17:20, 7 January 2023
- various trading strategies were developed by major banks, including statistical arbitrage, trend following and mean reversion. High-frequency trading strategies...5 KB (576 words) - 15:16, 19 June 2023
- In finance, arbitrage pricing theory (APT) is a multi-factor model for asset pricing which relates various macro-economic (systematic) risk variables...19 KB (2,580 words) - 09:33, 1 June 2025
- 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...45 KB (5,614 words) - 03:37, 28 May 2025
movement. This strategy is categorized as a statistical arbitrage and convergence trading strategy. Pair trading was pioneered by Gerry Bamberger and later...10 KB (1,328 words) - 21:39, 7 May 2025- in quantitative trading techniques, profiting from mispricings in derivatives, and later statistical arbitrage, which involved trading a large number of...4 KB (342 words) - 09:50, 15 August 2024
- A trading nation (also known as a trade-dependent economy, or an export-oriented economy) is a country where international trade makes up a large percentage...6 KB (734 words) - 22:34, 6 June 2025
- which includes a variety of methods such as statistical arbitrage, algorithmic trading and electronic trading. Some of the larger investment managers using...34 KB (3,956 words) - 20:32, 27 May 2025
- markets. Statistical arbitrage: identifying pricing inefficiencies between securities through mathematical modelling techniques Volatility arbitrage: exploit...177 KB (17,469 words) - 14:40, 11 June 2025
- former PNP 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...7 KB (593 words) - 04:56, 15 January 2025
- The following contains a list of trading losses of the equivalent of US$100 million or higher. Trading losses are the amount of principal losses in an...40 KB (2,108 words) - 18:04, 16 May 2025
- Texts from Wikisourcedifferent from the social returns. In well-functioning capital markets, arbitrage opportunities will be dissipated, and the cost of investments will equal
- Quotes from Wikiquoteeffective norm. There are two rebuttals to the counterargument. (1) Not all arbitrage possibilities exist. For example, corporate profits, even though they
- Textbooks from Wikibooksmean return and variance. Investors hold only traded assets. In the APT context, arbitrage consists of trading in two assets – with at least one being mispriced
