4 ms·
Any “working” quantitative trading strategy available publicly will be arbitraged and stop being effective. Look for quantitative strategies that no longer work
by akg_67 8y ago
Any “working” quantitative trading strategy available publicly will be arbitraged and stop being effective. Look for quantitative strategies that no longer work, study them, figure out why they don’t work, how they may have been arbitraged, and whether arbitrage created a new inefficiency that you could leverage.