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- W4386576411 abstract "Statistical arbitrage is a market-neutral trading strategy leveraging statistical methods to identify and exploit significant relationships between financial assets. Through hypothesis testing, it discerns pricing discrepancies within correlated asset pairs due to temporary market inefficiencies. By purchasing underpriced and selling overpriced assets, the strategy ensures profit as the market corrects these inefficiencies, regardless of overall market movements." @default.
- W4386576411 created "2023-09-10" @default.
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- W4386576411 date "2023-01-01" @default.
- W4386576411 modified "2023-09-30" @default.
- W4386576411 title "Statistical Arbitrage with Hypothesis Testing" @default.
- W4386576411 doi "https://doi.org/10.1007/978-1-4842-9675-2_8" @default.
- W4386576411 hasPublicationYear "2023" @default.
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