Reviewed by Samantha Silberstein Arbitrage is a fundamental concept in finance, playing a crucial role in determining prices ...

Quantitative hedge funds are pooled funds that employ mathematical and statistical models to identify and exploit market inefficiencies.

The algorithm employs a general statistical arbitrage strategy based on the tendency of overvalued stocks to go back down and the undervalued ones to go up. In the 1970s, 1980s and early 1990s ...

For example, statistical arbitrage (stat arb) and pair trading involve taking offsetting positions in assets that tend to be correlated but, for whatever reason, seem to have deviated in the short ...

Statistical arbitrage is developed from a group of quantitative algorithmic investment strategies. This method aims at exploiting the relative price movements of a large number of financial ...

Dr Kinlay went on to establish the Proteom Capital, whose statistical arbitrage strategies were based on pattern recognition techniques used in DNA sequencing. Dr Kinlay was formerly Global Head ...

Prior to founding WorldQuant in 2007, Mr. Tulchinsky spent 12 years as a statistical arbitrage portfolio manager at Millennium Management. He is the founder of WorldQuant University, a not-for ...