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Statistical arbitrage has become a major force at both hedge funds and investment banks. Many bank proprietary operations now center to varying degrees around statistical arbitrage trading. As a trading strategy, statistical arbitrage is a heavily quantitative and computational approach to securities trading.
"Arbitrage" is a French word and denotes a decision by an arbitrator or arbitration tribunal (in modern French, "arbitre" usually means referee or umpire).It was first defined as a financial term in 1704 by French mathemetician Mathieu de la Porte in his treatise "La science des négociants et teneurs de livres" as a consideration of different exchange rates to recognise the most profitable ...
Statistical arbitrage; Statistical assembly; Statistical assumption; Statistical benchmarking; Statistical classification; Statistical conclusion validity; Statistical consultant; Statistical deviance – see deviance (statistics) Statistical dispersion; Statistical distance; Statistical efficiency; Statistical epidemiology; Statistical ...
Proprietary traders may use a variety of strategies such as index arbitrage, statistical arbitrage, merger arbitrage, fundamental analysis, volatility arbitrage, or global macro trading, much like a hedge fund. [2]
Convergence trade is a trading strategy consisting of two positions: buying one asset forward—i.e., for delivery in future (going long the asset)—and selling a similar asset forward (going short the asset) for a higher price, in the expectation that by the time the assets must be delivered, the prices will have become closer to equal (will have converged), and thus one profits by the ...
“This is the textbook definition of a trade war,” DelBene said. Trump advisers have disputed claims that the proposed tariffs would spike prices, noting that inflation remained low during ...
Can we imagine ourselves back on that awful day in the summer of 2010, in the hot firefight that went on for nine hours? Men frenzied with exhaustion and reckless exuberance, eyes and throats burning from dust and smoke, in a battle that erupted after Taliban insurgents castrated a young boy in the village, knowing his family would summon nearby Marines for help and the Marines would come ...
In finance, volatility arbitrage (or vol arb) is a term for financial arbitrage techniques directly dependent and based on 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 .