Share this page | Email | Contact Us

Special Report on

Statistical Arbitrage Strategies

statistical arbitrage strategies special research report Photo by www.numeric.com
Applying cointegration analysis to security price movements illustrates how securities move together in the long-term. This can be augmented with an error-correction model to show how the long-run relationship is approached when the security prices are out of line with their cointegrated relationship. Cointegration and error-correction modelling promises to be useful in statistical arbitrage applications: not only does it show what relative prices of securities should be, but it also illuminates the short-run dynamics of how equilibrium should be restored along with how long it will take. Cointegration, coupled with ...
with the computer algorithm deciding on aspects of the order such as the timing, price, or quantity of the order, or in many cases initiating the order without human intervention. Algorithmic Trading is widely used by pension funds , mutual funds , and other buy side (investor driven) institutional traders, to divide large trades into several smaller trades in order to manage market impact , and risk. 1 Sell side traders, such as market makers and some hedge funds , provide liquidity to the market, generating and executing orders automatically. A special class of algorithmic trading is " high-frequency trading " (HFT), ...
REVIEWS AND OPINIONS
Trading Pairs + CD: Capturing Profits and Hedging Risk with ...
I hope this book will offer a special trade and technology implimentation good overview. Unfortunately I found this book almost useless reasons. Statistics arbritage other books have had on complex mathematical Poor comment here. This book has not been a problem. Mathematics is not difficult to make, in fact, probably one oversimplifed. If you know the Sigma method to add a series, so you may not know enough. described the illegal practice is a major failure. Concept is a very loose way, with little continuity between the main unit. Writing torture readers. Even relatively simple definition of tension in many interruptions. This ... market research, surveys and trends
OFFICIAL WEBSITE – Irene Aldridge – High Frequency Trading World ...
I understand that you’re just back from a conference in Chicago, a forum in Chicago, the Buy-Side Technology High-Frequency Trading Forum? What can you tell us about that? Irene Aldridge: I presented an overview of high-frequency trading that includes the selective strategy groups, like the core strategy groups that I describe in my book. At the conference, I was going into detail, going over each of these categories, doing case studies and showing how we would implement each of these categories in practice. Penn: Judging by the attendance and the participation at the event, what would you say is the state of ... market research, surveys and trends

SURVEY RESULTS FOR
STATISTICAL ARBITRAGE STRATEGIES

Derivatives Strategy - October'99: Implementing FAS 133
Vinita Ittoop, vice president of product development at SunGard Treasury Systems, and Ira Kawaller, founder of Kawaller & Co., help to pin down some of the vagaries of the Financial Accounting Standards Board�s Statement 133. It is one thing to understand the conceptual framework of FAS 133, the new hedge accounting standard; it�s quite another thing to try to apply it. The new rules will require firms to acquire or adapt their treasury systems to comply fully with the standard. Most critically, derivative instruments must be recorded in financial statements at their fair market values. Beyond that, additional analytics are ... industry trends, business articles and survey research
Computer-trading worries grow as NYSE builds new datacenter
With all of the scrutiny that high-frequency trading is now under in the media and in Congress, the New York Stock Exchange is probably none too thrilled that the Wall Street Journal has uncovered fresh details of NYSE's giant new datacenter, which the exchange is building in a former New Jersey quarry. The new datacenter will significantly advance the amount of computer-automated trading that already dominates global markets, housing as it will "several football fields of cutting-edge computing equipment for hedge funds and other firms that engage in high-frequency trading," according to the WSJ. So if you were ... industry trends, business articles and survey research
RELATED NEWS
Q&A: Kim Man Li, Head of electronic trading sales in Asia, Goldman Sachs
has been developing algorithmic trading products, or ‘algos’, for nearly a decade. As head of electronic trading sales in Asia for Goldman Sachs, he has seen the debut of algos in India and expects more Indian investors to adopt it as an efficient and anonymous trading technique. He tells Ashish Rukhaiyar that India will soon see more complex high-frequency trading strategies. Edited excerpts: It has been some time since algos made their debut on Indian bourses. How are market participants taking to it? The popularity of algorithms has grown over the past few years, the main driver being increased education by ... market trends, news research and surveys resources
Bank of America Merrill Lynch Unveils New Pairs Algo Trading Strategy
NEW YORK, Jun 09, 2010 (BUSINESS WIRE) -- Bank of America Merrill Lynch today announced that it has added new cutting-edge pairs trading strategies for equity securities, the latest complement to the company's award-winning suite of global algorithmic trading products. "Clients continue to ask us about pairs and other market neutral strategies like statistical and risk arbitrage," said Michael J. Lynch, head of Americas Execution Services at Bank of America Merrill Lynch. "By using our new pairs algo functionality, clients can quickly and easily ... market trends, news research and surveys resources

INFORMATION RESOURCES

Statistical Arbitrage in the U.S. Equities Market
Jul 11, 2008 ... We study model-driven statistical arbitrage strategies in U.S. equities. .... Back-testing the statistical arbitrage strategies using ... technology research, surveys study and trend statistics
Two Sigma Investments, LLC
Jul 27, 2005 ... Because statistical arbitrage strategies differ, the conclusory statements in Two Sigma's. Request and the Petition do not enable us to ... technology research, surveys study and trend statistics
BEHAVIORAL STATISTICAL ARBITRAGE
strategies, used by hedge funds. Then we concentrate more on the statistical arbitrage strategy, assumptions, which underlie the strategy and give some ...
REAL TIME
STATISTICAL ARBITRAGE STRATEGIES
latest webinars
  1. BI funciona para mi Webcast | Stock Market Analysis at DeepMarket
Join these Webinars to learn more about current research, trends and surveys.
QUESTIONS AND ANSWERS
I would like to see a list of risk/merger arbitrage hedge funds ...
Bernstein advanced value, Bernstein global diversified, Bernstein global opportunities, Alliance high-grade, AllianceBernstein absolute-return credit Alpha Equity Management Amaranth Advisors Amaranth International, Amaranth Partners, Amaranth Capital Partners, Amaranth Global Equities American Express Asset Management Angelo, Gordon & Co. Merger Arbitrage, Distressed Securities, Convertible Hedging, Utility Hedging, Real Estate, Leveraged Loans and Private Equity Appaloosa Management Palomino Funds Appleton Capital Management (Ireland) AQR Capital Management Argent Financial Group (Bermuda) Argent LowLev Convertible Arbitrage ...
What is the most profitable trading strategy: Algo, ie High ...
Economics (58), Equity Markets (42), Currency Markets (25), Commodity Markets (20), Financial Regulation (18), Personal Investing (16), Derivatives Markets (13), Government Policy (11), Bond Markets (9), Futures Markets (8), Wealth Management (8), Accounting (7), Hedge Funds (6), Retirement and Estate Planning (6), Risk Management (5), Option Markets (5), Individual Insurance (4), Personal Real Estate (4), Venture Capital and Private Equity (3), International Law (3), Personal Taxes (3), Budgeting (2), Mergers and Acquisitions (2), Career Management (2), Energy and Development (2), Education and Schools (1), Auditing (1), ...