Statistical Arbitrage – An Easy Walkthrough

Re:Statistical Arbitrage – An Easy Walkthrough by cesarvarela on Tuesday July 18, 2023 @01:35AM (#36768235)

Imagine getting to know about this 20 years ago.

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Re:Statistical Arbitrage – An Easy Walkthrough by Galanwe on Tuesday July 18, 2023 @02:09AM (#36768483)

Statarb, the pair trading form, has been known since more than 20 years

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Re:Statistical Arbitrage – An Easy Walkthrough by lextuto on Tuesday July 18, 2023 @02:55AM (#36768797)

Here's a link[0] to my (non-monetized, WIP) blog about Renaissance Technologies[1] who were one of the first ones to use statistical arbitrage. Others were D.E. Shaw[2] and Pete Mueller at Morgan Stanley (later PDT Partners[3].)

[0] https://sileret.com/blog/renaissance-technologies/ [1] https://en.wikipedia.org/wiki/Renaissance_Technologies [2] https://en.wikipedia.org/wiki/Pete_Muller_(businessman_and_s... [3] https://en.wikipedia.org/wiki/PDT_Partners

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Re:Statistical Arbitrage – An Easy Walkthrough by mhh__ on Tuesday July 18, 2023 @07:18AM (#36770569)

Thorpe has some interesting (unfortunately online the wayback machine has them) articles on stat-arb and his (modest) discovery of black-scholes from the 90s

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