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  2. Hand signaling (open outcry) - Wikipedia

    en.wikipedia.org/wiki/Hand_signaling_(open_outcry)

    Counting starts from six when the hand is held in this way. Numbers gestured from the forehead are blocks of ten; blocks of hundreds and thousands can be indicated by repeatedly touching the forehead with a closed fist. The signals can otherwise be used to indicate months, specific trade option combinations or additional market information. [3]

  3. Triangular arbitrage - Wikipedia

    en.wikipedia.org/wiki/Triangular_arbitrage

    Triangular arbitrage opportunities may only exist when a bank's quoted exchange rate is not equal to the market's implicit cross exchange rate. The following equation represents the calculation of an implicit cross exchange rate, the exchange rate one would expect in the market as implied from the ratio of two currencies other than the base currency.

  4. Arbitrage pricing theory - Wikipedia

    en.wikipedia.org/wiki/Arbitrage_pricing_theory

    International arbitrage pricing theory (IAPT) is an important extension of the base idea of arbitrage pricing theory which further considers factors such as exchange rate risk. In 1983 Bruno Solnik created an extension of the original arbitrage pricing theory to include risk related to international exchange rates hence making the model ...

  5. Using Merger Arbitrage as a Hedge Against Market Volatility

    www.aol.com/news/using-merger-arbitrage-hedge...

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  6. Rigged Market: How Latency Arbitrage Picks $3 Billion From ...

    www.aol.com/news/2010-06-05-rigged-market...

    According to The Wall Street Journal, TFS Capital, a $1.1 billion firm that trades for mutual funds and is among those losing out to latency arbitrageurs, decided to conduct a trade to illustrate ...

  7. Statistical arbitrage - Wikipedia

    en.wikipedia.org/wiki/Statistical_arbitrage

    In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by ...

  8. Fundamental theorem of asset pricing - Wikipedia

    en.wikipedia.org/wiki/Fundamental_theorem_of...

    The fundamental theorems of asset pricing (also: of arbitrage, of finance), in both financial economics and mathematical finance, provide necessary and sufficient conditions for a market to be arbitrage-free, and for a market to be complete. An arbitrage opportunity is a way of making money with no initial investment without any possibility of ...

  9. Arbitrage - Wikipedia

    en.wikipedia.org/wiki/Arbitrage

    "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 ...