Statistical arbitrage

Results: 71



#Item
21Finance / Financial economics / Mathematical finance / Statistical inference / Interest rates / Yield curve / Non-parametric statistics / Bootstrapping / Heath–Jarrow–Morton framework / Fixed income analysis / Economics / Fixed income market

An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

Add to Reading List

Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:38:43
22Financial services / Subprime mortgage crisis / Financial markets / Hedge fund / Statistical arbitrage / Prime brokerage / Long/short equity / Quantitative analyst / Liquidity risk / Financial economics / Finance / Investment

What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡ ∗

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2010-09-29 22:01:07
23Financial markets / Stock market / Mathematical finance / Hedge fund / Statistical arbitrage / Hedge / Short / Futures contract / Quantitative analyst / Financial economics / Finance / Investment

Layman’s Guide to Pair trading www.pairtradefinder.com Table of Contents

Add to Reading List

Source URL: www.pairtradefinder.com

Language: English - Date: 2008-08-13 20:00:00
24Finance / Investment / System software / Finder / Mac OS / Algorithmic trading / Trading strategy / Statistical arbitrage / Foreign exchange market / Financial markets / Financial economics / Mathematical finance

Pairtrade Finder (PTF) Version 2.97 User Manual www.PairTradeFinder.com

Add to Reading List

Source URL: www.pairtradefinder.com

Language: English - Date: 2010-08-08 11:24:03
25Investment / Algorithmic trading / Trading strategy / Day trading / Direct market access / Hedge / Electronic trading / Statistical arbitrage / Stock market / Financial economics / Financial markets / Finance

Sponsored Statement Keeping the Edge in U.S. Options Strategies: Expanding from a Pair to N-Legs

Add to Reading List

Source URL: www.automatedtrader.net

Language: English - Date: 2012-02-07 10:30:52
26Financial services / Funds / Financial markets / Financial risk / Hedge fund / Exchange-traded fund / Société Générale / Collective investment scheme / Statistical arbitrage / Financial economics / Investment / Finance

Microsoft Word - Lyxor AII Barometer - Feb 2015.docx

Add to Reading List

Source URL: www.lyxor.com

Language: English - Date: 2015-02-12 04:12:39
27Economics / Volatility / Financial risk / Risk / Statistical arbitrage / Implied volatility / Mathematical finance / Financial economics / Finance

Microsoft Word - RecentRiskModelChanges_20110819_v3

Add to Reading List

Source URL: axioma.com

Language: English
28Hedge fund / Exchange-traded fund / Société Générale / Global macro / Hedge / Derivative / Statistical arbitrage / Market neutral / Stock fund / Financial economics / Investment / Finance

LYXOR FLASH 8 JAN 2014 THE ALTERNATIVE INVESTMENT INDUSTRY BAROMETER

Add to Reading List

Source URL: www.lyxor.com

Language: English - Date: 2014-01-20 13:28:08
29Hedge fund / Exchange-traded fund / Société Générale / Market neutral / Arbitrage / Derivative / Stock fund / Statistical arbitrage / Hedge / Financial economics / Investment / Finance

Microsoft Word - Lyxor AII Barometer - Feb 2014.docx

Add to Reading List

Source URL: www.lyxor.com

Language: English - Date: 2014-02-18 10:23:38
30Hedge fund / Exchange-traded fund / Société Générale / Market neutral / Global macro / Derivative / Asset allocation / Statistical arbitrage / Hedge / Financial economics / Investment / Finance

Microsoft Word - Lyxor Flash - AII Barometer - OCT 2013 _5_.docx

Add to Reading List

Source URL: www.lyxor.com

Language: English - Date: 2013-10-09 11:17:27
UPDATE