An attempt to profit from pricing inefficiencies that are identified through the use of mathematical models. Statistical arbitrage attempts to profit from the likelihood that prices will trend toward a historical norm. Unlike pure arbitrage, statistical arbitrage is not riskless.
Related information about statistical arbitrage:
- Statistical arbitrage - Wikipedia, the free encyclopedia
In the world of finance and investments, statistical arbitrage is used in two related but distinct ways: In academic literature, "statistical arbitrage" is opposed to ...
- Statistical Arbitrage in the U.S. Equities Market
Jul 11, 2008 ... We study model-driven statistical arbitrage strategies in U.S. equities. ... The term statistical arbitrage encompasses a variety of strategies and ...
- Statistical Arbitrage: Algorithmic Trading Insights and Techniques ...
"Over time, anything that creates an edge for a particular group of bettors— including the most astute observers of horse flesh—gets factored into the odds and ...
- The Statistics of Statistical Arbitrage - DoI
considered a form of statistical arbitrage. This study ... sometimes been referred to as statistical arbitrage— ... Street. Statistical arbitrage of this nature can be ...
- Statistical Arbitrage – Part II - Wilmott
our statistical arbitrage venture came to be. I first met Steve about 1970 when I was a mathematics professor at the University of. California at Irvine and he was a ...
- Statistical Arbitrage Definition | Investopedia
A profit situation arising from pricing inefficiencies between securities. Investors identify the arbitrage situation through mathematical modeling techniques.
- Statistical Arbitrage Based on No-Arbitrage Models
Sep 12, 2007 ... Statistical Arbitrage Based on No-Arbitrage. Models. Liuren Wu. Zicklin School of Business, Baruch College. Asset Management Forum ...
- Statistical Arbitrage in High Frequency Trading - Stanford University
Broadly speaking, the traditional approach to statistical arbitrage is through attempting to bet on the ... A more academic definition of statistical arbitrage is to ...