is rooted in mathematics to deliver alpha independent of traditional risk factors.
Avellaneda & Lee (2010) use Principal Component Analysis or sector ETFs in their statistical arbitrage
The author also supplies a new presentation of statistical arbitrage
that includes discussion of pairs trading and cointegration.
The new ccCFD service," he says, "will appeal to long-only asset managers on the prowl for risk management tools (and currently use single-stock futures), UCITS III funds seeking counterparty credit risk mitigation models, statistical arbitrage
hedge funds looking for tax certainty and retail aggregators facing capital adequacy regulation.
The report also addresses the multi-dimensional client; learning from the way prime brokers cater to statistical arbitrage
hedge funds and other high-volume, model-driven strategies, notoriously sensitive to costs and speed, indicative of the sophistication being brought to the changing brokerage business model (TABB estimates that for stat arb funds with cost-plus commission deals, net rebates account for 80% of the "commission" revenue); challenges in capturing client-level execution and research costs; the profitability matrix; and the manual process for client analytics versus a universal client analytics platform.
Other Strategies deployed by The Bullion Fund include Global Macro, Statistical Arbitrage
, and some Directional equities and futures.
The firm's investment strategies include global macro trading, equity long/short, statistical arbitrage
, fundamental equity investing in the U.
NEW YORK -- Southridge LLC is very pleased to announce its Double Alpha Group ranked among the Top 10 Statistical Arbitrage
Hedge Funds in each of Barclay Data Finder Hedge Fund Rankings.
The firm's trading strategies include global macro trading, long/short, statistical arbitrage
, event driven strategies and technical trading systems.
Chapter 13: Statistical Arbitrage
in High Frequency Settings.
5 million venture capital fundraising to develop quantitative trading systems for global equity and futures markets; co-directed a team of 20 for trading model development and system integration and testing; led a high-frequency, market-neutral statistical arbitrage
fund; and designed a real-time portfolio monitoring and risk management system.