About: Statistical arbitrage

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Class of short-term trading strategies involving diverse portfolios and data mining

Property	Value
dbo:description	stratégie financière et boursière d'investissement (fr) Class of short-term trading strategies involving diverse portfolios and data mining (en)
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dbo:wikiPageExternalLink	http://www.stat.fsu.edu/~jfrade/PAPERS/Statistical%20Arbitrage/faj.v63.n5.pdf http://www.math.nyu.edu/faculty/avellane/AvellanedaLeeStatArb071108.pdf http://www.edwardothorp.com/sitebuildercontent/sitebuilderfiles/statisticalarbitrage4.doc.doc http://www.edwardothorp.com/sitebuildercontent/sitebuilderfiles/statisticalarbitrage5.doc.doc http://www.edwardothorp.com/sitebuildercontent/sitebuilderfiles/statisticalarbitrage6.doc.doc http://www.wilmott.com/pdfs/080617_thorp.pdf http://www.wilmott.com/pdfs/080630_thorp.pdf http://www.wilmott.com/pdfs/080709_thorp.pdf https://ssrn.com/abstract=1371903. https://ssrn.com/abstract=1505073. http://media.wiley.com/product_data/excerpt/11/04700235/0470023511.pdf http://www.derivativesstrategy.com/magazine/archive/1998/0298fea2.asp%7Caccess-date=23 http://faculty.baruch.cuny.edu/lwu/papers/StatArb.pdf
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rdfs:label	Statistical arbitrage (en) Arbitrage statistique (fr)
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