Statistical arbitrage - PDFSEARCH.IO - Document Search Engine

Statistical arbitrage
Results: 71

#	Item
11	Entropy and the value of information for investors By Antonio Cabrales, Olivier Gossner and Roberto Serrano∗ Consider any investor who fears ruin when facing any set of investments that satisfy no-arbitrage. Before inv Add to Reading List Source URL: ogossner.free.fr Language: English - Date: 2012-11-17 06:38:38 Information theory Probability Philosophy of thermal and statistical physics Statistical theory Bayesian statistics Expected utility hypothesis Entropy Prior probability Constructible universe Statistics Utility Probability and statistics
12	Benchmarks for Alternative Investments William Fung Visiting Research Professor of Finance Center for Hedge Fund Research, London Business School Co-CEO, PI Asset Management Add to Reading List Source URL: www.saa.or.jp Language: English - Date: 2009-03-17 20:33:29 Financial services Institutional investors Hedge fund Funds Market neutral Mutual fund Statistical arbitrage David Hsieh Hedge Financial economics Investment Finance
13	Journal of Statistical and Econometric Methods, vol.3, no.1, 2014, 75-84 ISSN: print), online) Scienpress Ltd, 2014 An Improved Composite Forecast For Realized Volatility Add to Reading List Source URL: www.scienpress.com Language: English - Date: 2014-02-20 05:50:48 Investment Implied volatility Volatility VIX Black–Scholes Option Volatility arbitrage Stochastic volatility Mathematical finance Financial economics Finance
14	© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo Add to Reading List Source URL: www.pupress.princeton.edu Language: English - Date: 2015-02-24 16:38:02 Financial markets Financial services Mathematical finance Institutional investors Hedge fund Efficient-market hypothesis Hedge Statistical arbitrage Active management Financial economics Finance Investment
15	‘A device for being able to book P&L’: The Organizational Embedding of the Gaussian Copula Donald MacKenzie and Taylor Spears 2013 Add to Reading List Source URL: www.sps.ed.ac.uk Language: English - Date: 2014-08-13 06:21:59 Statistics Actuarial science Statistical dependence Copula Structured finance Quantitative analyst Financial modeling Collateralized debt obligation Arbitrage Financial economics Mathematical finance Finance
16	n Expert opinion Execution algorithms W hile the concepts that Add to Reading List Source URL: autobahn.db.com Language: English - Date: 2015-03-26 08:09:54 Investment Mathematical finance Stock market Algorithmic trading High-frequency trading Market maker Dark liquidity Statistical arbitrage Market liquidity Financial markets Financial economics Finance
17	© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo Add to Reading List Source URL: pup.princeton.edu Language: English - Date: 2015-02-24 16:38:02 Financial markets Financial services Mathematical finance Institutional investors Hedge fund Efficient-market hypothesis Hedge Statistical arbitrage Active management Financial economics Finance Investment
18	© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo Add to Reading List Source URL: www.nathist.princeton.edu Language: English - Date: 2015-02-24 16:38:02 Financial markets Financial services Mathematical finance Institutional investors Hedge fund Efficient-market hypothesis Hedge Statistical arbitrage Active management Financial economics Finance Investment
19	Microsoft Word - Michael wong.doc Add to Reading List Source URL: www.math.ust.hk Language: English - Date: 2011-03-25 05:22:04 Finance Economics Econometrics Time series analysis Quantitative analyst Valuation Cointegration Statistical arbitrage Wong Mathematical finance Investment Financial economics
20	Statistical Arbitrage in the U.S. Equities Market Marco Avellaneda∗† and Jeong-Hyun Lee∗ First draft: July 11, 2008 This version: June 15, 2009 Abstract Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2009-06-17 14:59:18 Statistics Mathematical finance Financial markets Data analysis Singular value decomposition Statistical arbitrage Exchange-traded fund Beta Principal component analysis Financial economics Investment Finance

UPDATE