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