i'd like to start a thread to meet others interested in the topic. a few questions to start: can anyone explain in english, what are the common approaches to multifactor stat-arb? i'm running into limitations on testing in excel 100 stocks, 10 years daily data, anyone know of any reasonable platforms to test on? matlab? last year was a horrible year for most pairs models. this year, seems to be pretty rough on stat-arb as well. i've heard of some funds giving back their year on the march rally. any thoughts?