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![]() Date: 2015-03-26 08:09:54Investment Mathematical finance Stock market Algorithmic trading High-frequency trading Market maker Dark liquidity Statistical arbitrage Market liquidity Financial markets Financial economics Finance | Add to Reading List |
![]() | Insights JULY 2016 The Long and the Short of It: The Quant Shorting AdvantageDocID: 1r08N - View Document |
![]() | When Seemingly Infallible Arbitrage Strategies Fail BRUCE I JACOBS Bruce I. Jacobs is a principal of JacobsDocID: 1qBHS - View Document |
![]() | Optimal Threshold Control for Energy Arbitrage with Degradable Battery Storage Marek Petrik IBM T. J. Watson Research Center Yorktown, NY 10598DocID: 1q8Ul - View Document |
![]() | Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docxDocID: 1pXIg - View Document |
![]() | A shortened version of this paper was published in: Journal of Alternative Investments, Vol. 4, No. 4 (Spring), ppWho’s Long? Market-neutral versus Long/short EquityDocID: 1pgu8 - View Document |