The AQR fund uses a statistical arbitrage strategy—bet against beta—based on alleged capital asset pricing model inefficiencies, a strategy, and risk that big funds are limited in using; ...

Daytrading Index Futures Arbitrage. Aug. 05, 2018 11:10 AM ET SPY 2 Comments 1 Like. Jonathan Kinlay. ... whose statistical arbitrage strategies were based on pattern recognition techniques used ...

References [1] An innovative high-frequency statistical arbitrage in Chinese futures market. Journal of Innovation & Knowledge (2023). [2] Statistical arbitrage portfolio construction based on ...

Futures firms move towards arbitrage By Chen Bai (China Daily) Updated: 2005-06-20 08:55. A Chinese official is reported to have revealed that the State Council will allow some futures companies ...

Vatic Investments Appoints Allen Poteshman, Ph.D., as Chief Investment Officer and Head of Statistical Arbitrage. April 21, 2021 09:30 AM Eastern Daylight Time. NEW YORK-- ...

Modern financial markets have given rise to innovative arbitrage and trading strategies that capitalize on fleeting market inefficiencies. This article critically examines these strategies and the ...