Special Report on
Statistical Arbitrage Strategies
Statistical Arbitrage Strategies - Trends
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Equity Hedge strategies maintain positions both long and short in primarily equity and equity derivative securities. A wide variety of investment processes can be employed to arrive at an investment decision, including both quantitative and fundamental techniques; strategies can be broadly diversified or narrowly focused on specific sectors and can range broadly in terms of levels of net exposure, leverage employed, holding period, concentrations of market capitalizations and valuation ranges of typical portfolios. Equity Hedge managers would typically maintain at least 50% exposure to, and may in some cases be entirely invested ...
Without question, quantitative trading approaches - carrying names such as “black box trading,” “algorithmic trading” and “statistical arbitrage” - are all the rage. Lumped in with these mysterious-sounding approaches are high-IQ terms like “pattern matching,” “genetic algorithms” and “neural networks.” At the essence of these strategies are two distinct features: (1) humans aren’t involved in the decision-making process; and (2) models are designed to either “learn” like humans or to detect ... Read More
SURVEY RESULTS FOR
STATISTICAL ARBITRAGE STRATEGIES
Pair Trading Strategy - algorithm and program trading - Trade Station V 15 7 8 ...
Pairs Trading Example / Statistical Arbitrage Example