10+ Statistical Arbitrage Strategies by Quants with soumik @ Neutral Street 🍁

Soumik Ghosh

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10+ Statistical Arbitrage Strategies by Quants

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Statistical Arbitrage Strategies by Quants

HFTs : -

  • Basket Statistical Arbitrage
  • Beta Neutral Long Short
  • Correlation Trading
  • Kalman Filter Pairs Trading
  • Mean Reversion Multi Leg
  • Pairs Trading Cointegration
  • Pairs Trading Distance
  • PCA Statistical Arbitrage
  • Residual Momentum Stat Arb
  • Volatility Surface Arbitrage
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