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.
Quantitative Finance · Glosarium
Apa itu Statistical arbitrage, stat-arb book?
Dikenal juga sebagai: statistical arbitrage · stat-arb book