4 ms·
I don’t know any good ones... AFAIK value, size signals, merger arbitrage, and other kinds of predictionsused to work well in context of statistical arbitrage..
by tomp 7y ago
I don’t know any good ones... AFAIK value, size signals, merger arbitrage, and other kinds of predictionsused to work well in context of statistical arbitrage... but yeah their existence is evidenced by successful companies / hedge funds (Renaissance, Citadel, Jump, Two Sigma, ...)