ok... now the thread is about LTCM :) Since I like to talk about stat-arb I post a simple graph showing a pair-strategy. If you entered the...
@abdibile: I'm in the same *%&+*% situation... I probably will ask my employer if I can reduce to part-time and then take a master's class. If...
Well, cause I liked to discuss about the strategy and not about the terminology of arbitrage. I see arbitrage as a term for an absolute or...
hy again... I didn't wanted to start a discussion about the terminology of arbitrage. And I do not want to go deeper into the topic what stat arb...
Oh it's not arbitrage in the sense that I buy the same stock on different exchanges to generate a profit. As you said, I wouldn't have an edge!...
@intradaybill: 1. Trades? The Basket I trade is about 10 Stocks, so weekly repositioning = 10*52*5 = 2600 Trades. Sometimes you do not have to...
Hy there I do not really believe that (short to medium term) single stock strategy trading will be profitable in the long run (unless it's...
I'm really interested in joining the University of London Quantitative Finance Program. Does anyone has distant learning experience? Has the...
Guys, if you want some serious insights into math-trading, check this out: http://www.youtube.com/watch?v=ed2FWNWwE3I regards
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