can we please summarise here some of the basic concepts, tools used in arbitrage and statistical arbitrage in real life?
- ARB: benefit from price difference on same asset
- ARB: difference between stock index and syntetic index constructed from stocks
- ARB: triangular arb (is this being exploited? by who? where?)
- ARB/STATARB: difference between futures and theo futures
- STATARB: cointegration/correlation
these are main directions I can think about at the moment. can you add more? link or brief description