Sentences with phrase «statistical arbitrage»
Statistical arbitrage is a strategy used in finance to make money by identifying and exploiting pricing imperfections in the market. It involves using statistical models and analysis techniques to find discrepancies in the prices of related securities. Traders then take advantage of these discrepancies by buying undervalued securities and selling overvalued ones. The aim is to profit from the price adjustments that occur when the market corrects itself. Full definition
The firm's multi-strategy hedge funds employ various quantitative, relative value and computerized statistical arbitrage strategies.
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Many blame an unwind in statistical arbitrage.
• White Oak Equity Partners acquired a minority interest in Blueshift Asset Management, a Red Bank, N.J. - based quantitative investment firm focused on statistical arbitrage and high - frequency trading strategies.
If iShares ETFs lagged on a risk adjusted basis, then there would be arbitrage (or as I said, at least statistical arbitrage) and countless ways to make money.
Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies
Primarily statistical arbitrage and event - driven.
Statistical arbitrage sounds exceedingly complicated, but the underlying theory behind it is quite simple and easy to understand.
Statistical arbitrage relies on this probability to generate returns.
Statistical arbitrage strategies were crowded trades.
Strategies adopted in a multi-strategy fund may include, but are not limited to, convertible bond arbitrage, equity long / short, statistical arbitrage and merger arbitrage.
They also investigate a statistical arbitrage (pair trading) strategy exploiting a regression - based prediction of the trend in the gap between VIX and VSTOXX during the last six months of 2012.
The most prevalent in the managed futures industry is statistical arbitrage.
[Traders use a variety of different strategies to generate alpha in their portfolios, ranging from value investing to statistical arbitrage.
The leveraged, inverse, and commodity groups of exchange - traded funds have become very popular products for use in the statistical arbitrage and investing communities.
Statistical arbitrage, gamma scalping and volatility arbitrage — few people know about these obscenely lucrative hedge fund strategies, but they aren't as complex as they sound.