Statistical arbitrage

Results: 71



#Item
21An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

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Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:38:43
22What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡  ∗

What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡ ∗

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Source URL: www.newyorkfed.org

Language: English - Date: 2010-09-29 22:01:07
23Layman’s Guide to Pair trading www.pairtradefinder.com  Table of Contents

Layman’s Guide to Pair trading www.pairtradefinder.com Table of Contents

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Source URL: www.pairtradefinder.com

Language: English - Date: 2008-08-13 20:00:00
24Pairtrade Finder (PTF) Version 2.97 User Manual www.PairTradeFinder.com

Pairtrade Finder (PTF) Version 2.97 User Manual www.PairTradeFinder.com

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Source URL: www.pairtradefinder.com

Language: English - Date: 2010-08-08 11:24:03
25Sponsored Statement  Keeping the Edge in U.S. Options Strategies:  Expanding from a Pair to N-Legs

Sponsored Statement Keeping the Edge in U.S. Options Strategies: Expanding from a Pair to N-Legs

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Source URL: www.automatedtrader.net

Language: English - Date: 2012-02-07 10:30:52
26Microsoft Word - Lyxor AII Barometer - Feb 2015.docx

Microsoft Word - Lyxor AII Barometer - Feb 2015.docx

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Source URL: www.lyxor.com

Language: English - Date: 2015-02-12 04:12:39
27Microsoft Word - RecentRiskModelChanges_20110819_v3

Microsoft Word - RecentRiskModelChanges_20110819_v3

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Source URL: axioma.com

Language: English
28LYXOR FLASH  8 JAN 2014 THE ALTERNATIVE INVESTMENT INDUSTRY BAROMETER

LYXOR FLASH 8 JAN 2014 THE ALTERNATIVE INVESTMENT INDUSTRY BAROMETER

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Source URL: www.lyxor.com

Language: English - Date: 2014-01-20 13:28:08
29Microsoft Word - Lyxor AII Barometer - Feb 2014.docx

Microsoft Word - Lyxor AII Barometer - Feb 2014.docx

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Source URL: www.lyxor.com

Language: English - Date: 2014-02-18 10:23:38
30Microsoft Word - Lyxor Flash - AII Barometer - OCT 2013 _5_.docx

Microsoft Word - Lyxor Flash - AII Barometer - OCT 2013 _5_.docx

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Source URL: www.lyxor.com

Language: English - Date: 2013-10-09 11:17:27