Dean Markwick personal blog
Statistical Arbitrage – An Easy Walkthrough
Statistical arbitrage (stat arb) is a pillar of quantitative trading that relies on mean reversion to predict the future returns of an asset. Mean reversion believes that if a stock has risen higher it’s more likely to revert in the short term which is the opposite of a momentum strategy that believes if a stock has…
- Points
- 150
- HN comments
- 48
- Submissions
- 1
- Cited by
- 0 commenters
Databases & DataMath & Algorithms2023
On Hacker News
| Submitted | Title on HN | Points | Comments |
|---|---|---|---|
| Jul 18, 2023 | Statistical Arbitrage – An Easy Walkthrough by xgdgsc | 150 | 48 |
