Tagged Questions
0
votes
1answer
203 views
main arbitrage & statistical arbitrage concepts
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 ...
2
votes
1answer
219 views
Multiple (linear) regression
I am looking for some inputs on a pair trading strategy that I am trying to improve with some semi-fundamental input.
The basic idea is to use multiple linear regression to estimate the price of a ...
11
votes
4answers
3k views
Is statistical arbitrage on FX possible?
Do you know of any papers which consider pairs trading (or statistical arbitrage) on foreign exchange? I couldn't find any. I asked this question on several forums and got no reply. Thus I guess this ...
