• 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...
    73 KB (8,410 words) - 23:46, 29 September 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 (6,440 words) - 08:38, 18 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) - 17:44, 22 September 2022
  • of strategies used in algorithmic trading include systematic trading, market making, inter-market spreading, arbitrage, or pure speculation, such as trend...
    73 KB (8,994 words) - 02:42, 30 September 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) - 23:07, 27 July 2022
  • 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
  • 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
  • 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 (3,787 words) - 15:08, 18 September 2022
  • 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) - 14:42, 19 August 2022
  • various trading strategies were developed by major banks, including statistical arbitrage, trend following and mean reversion. High-frequency trading strategies...
    5 KB (574 words) - 12:07, 12 August 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...
    44 KB (5,405 words) - 13:52, 1 October 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
  • options; Financial modeling; Asset pricing. The fundamental theorem of arbitrage-free pricing is one of the key theorems in mathematical finance, while...
    23 KB (2,305 words) - 19:26, 15 September 2022
  • investment strategies like statistical arbitrage (quantitative analysis); fundamental long-short pairing; merger arbitrage (taking advantage of price...
    11 KB (882 words) - 14:27, 13 September 2022
  • 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...
    57 KB (7,295 words) - 01:57, 15 September 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
  • control of those assets Profiling and managing project risks Finance Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching...
    65 KB (5,359 words) - 16:57, 26 August 2022
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