Can we please sumarise 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 please add more? Please share a link and/or a brief description.