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Quantitative Finance · शब्दावली

Statistical arbitrage, stat-arb book क्या है?

अन्य नाम: statistical arbitrage · stat-arb book

Definition 1.1 Strategies I: Equities and Futures · अध्याय 1 — Anatomy of a Stat-Arb Book

Statistical arbitrage is the systematic trading of many small, individually unreliable relative mispricings among securities, each expected to earn a little, so that the book’s return comes from their number. A stat-arb book is a long–short portfolio of hundreds or thousands of stocks built this way, neutral to the market and usually to industries and styles, rebuilt daily or more often.

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