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Statistical arbitrage
What Happened to the Quants in August 2007?∗
Statistical Arbitrage: Asset Clustering, Market-Exposure Minimization, and High-Frequency Explorations
Oklahoma Police Pension and Retirement Fund Statement Of
How Profitable Is Capital Structure Arbitrage?
PRAVEEN JOSEPH, CFA SENIOR FIXED INCOME PORTFOLIO MANAGER Washington, D.C 202-290-0464
[email protected]
How Profitable Is Capital Structure Arbitrage?
What Is Statistical Arbitrage?
Ipe Survey Fund of Hedge Funds
Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P
Lecture 6: Back-Testing Statistical-Arbitrage Strategies
Hedge Funds: a Dynamic Industry in Transition∗
HEDGE FUNDS: by Franklin R
Statistical Arbitrage Trading: How to Diversify to Generate Alpha
Prequin Hedge Fund Quarterly Update Q2 2017
Statistical Arbitrage
Preqin Special Report: Top Performing Hedge Funds in 2017 Preqin Special Report: Top Performing Hedge Funds in 2017 Foreword
Systematic Global Macro: Performance, Risk, and Correlation Characteristics
Institutional Algorithmic Trading, Statistical Arbitrage and Technical Analysis
Top View
An Introduction to Hedge Funds
Statistical Arbitrage Trading Using Machine Learning Algorithms
Relativistic Statistical Arbitrage
Redalyc.Selection of a Portfolio of Pairs Based on Cointegration: a Statistical Arbitrage Strategy
Cluster-Based Statistical Arbitrage Strategy
In Association With
High Frequency Statistical Arbitrage Model Pair and Cluster Trading Using Price Movement Per Second in Correlated Companies
Relative Value Funds Download Data
Quant Bust 2020
Risk Control of Mean-Reversion Time in Statistical Arbitrage
Bloomberg Hedge Funds 04.26.11 BRIEF
The Nature of Alpha ∗ Arthur M
Multi-Factor Statistical Arbitrage Model Overview
Survey: Weak Performance Fails to Stop Gush of New Money
Optimal Portfolio Design for Statistical Arbitrage in Finance
Building Statistical Arbitrage Trading Strategies: Market Making in Bitcoin & Gold Futures Contracts
Statistical Arbitrage Trading with Implementation of Machine Learning an Empirical Analysis of Pairs Trading on the Norwegian Stock Market
Water and Power Employees' Retirement Plan (WPERP) Hedge
Robust Arbitrage Conditions for Financial Markets
Hedge Fund of Funds Investment Portfolio Quarterly Report Executive
Hedgeweek Global Awards 2016 S in This Issue…
Statistical Arbitrage in the US Equities Market
Statistical Arbitrage in the U.S. Equities Market
Factor Based Statistical Arbitrage in the U.S. Equity Market with a Model Breakdown Detection Process Seoungbyung Park Marquette University
Statistical Arbitrage Pairs Trading with High-Frequency Data
Statistical Arbitrage in the U.S. Equities Market
Statistical Arbitrage Pairs Trading Strategies: Review and Outlook
October 2017 in Review
Behavioral Statistical Arbitrage*
An Adaptive Econometric System for Statistical Arbitrage
Comparison of Statistical Arbitrage in Developed and Emerging Markets
MEMORANDUM September 5, 2007 TO: Erik R. Sirri, Director Robert
Bloomberg Hedge Funds 12.07.10 BRIEF
Performance of Statistical Arbitrage in Future Markets
An Intelligent Statistical Arbitrage Trading System
Efficient Market Hypothesis
Topics in Hedge Fund Strategies (B40.3121)
Statistical Arbitrage with Kalman Filter and Cluster-Based Stock Selection
Drivers of Change in the Hedge Fund Industry: Performance
Most Consistent Top Performing Hedge Funds Download Data
Hedgeweek Global Awards 2017 CONTENTS
Hedge Weekly N°22