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Statistical arbitrage
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#	Item
1	Insights JULY 2016 The Long and the Short of It: The Quant Shorting Advantage Add to Reading List Source URL: www.qmassociates.com Language: English - Date: 2016-08-05 14:08:24 Economy Finance Money Investment Market neutral Long/short equity Hedge fund Portable alpha Statistical arbitrage Short Stock market Hedge
2	When Seemingly Infallible Arbitrage Strategies Fail BRUCE I JACOBS Bruce I. Jacobs is a principal of Jacobs Add to Reading List Source URL: www.jlem.com Language: English - Date: 2008-10-02 08:03:47 Economy Finance Money Financial markets Arbitrage Hedge fund Long-Term Capital Management Stock market Hedge Futures contract Efficient-market hypothesis Statistical arbitrage
3	Optimal Threshold Control for Energy Arbitrage with Degradable Battery Storage Marek Petrik IBM T. J. Watson Research Center Yorktown, NY 10598 Add to Reading List Source URL: marek.petrik.us Language: English - Date: 2016-07-14 09:59:52 Statistical theory Statistics Econometrics Loss function Lithium-ion battery Mathematical optimization Statistical inference
4	Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docx Add to Reading List Source URL: www.fma.org Language: English - Date: 2015-06-25 08:28:39 Finance Money Economy Investment Financial markets Mathematical finance Pairs trade Statistical arbitrage Long-Term Capital Management Trading strategy Volatility Hedge fund
5	A shortened version of this paper was published in: Journal of Alternative Investments, Vol. 4, No. 4 (Spring), ppWho’s Long? Market-neutral versus Long/short Equity Add to Reading List Source URL: www.ineichen-rm.com Language: English - Date: 2015-10-23 11:00:00 Financial markets Investment Mathematical finance Market neutral Hedge funds Statistical arbitrage Long/short equity Arbitrage Hedge Long-Term Capital Management Beta Short
6	Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:05:43 Financial markets Mathematical finance Stock market Market liquidity Liquidity risk High-frequency trading Liquidity premium Volatility Financial risk Day trading Statistical arbitrage Liquidity crisis
7	Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:55 Financial markets Arbitrage Momentum investing Limits to arbitrage Hedge fund Futures contract Covered interest arbitrage Statistical arbitrage
8	PHYSICAL REVIEW E 82, 056104 共2010兲 Relativistic statistical arbitrage A. D. Wissner-Gross1,* and C. E. Freer2,† 1 Add to Reading List Source URL: cfreer.org Language: English - Date: 2010-11-05 13:29:20
9	Statistical Arbitrage on Volatility 1 Ngai Hang Chan Department of Statistics Add to Reading List Source URL: stat.w3.kanazawa-u.ac.jp - Date: 2013-10-29 04:29:46
10	What Happened To The Quants In August 2007?∗ Amir E. Khandani† and Andrew W. Lo‡ First Draft: September 20, 2007 Latest Revision: September 20, 2007 Abstract Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-04-08 15:36:25 Financial services Financial markets Funds Hedge fund Long/short equity Market neutral Statistical arbitrage Quantitative fund Prime brokerage Financial economics Finance Investment