4 ms·
Imagine getting to know about this 20 years ago.
by cesarvarela 3y ago
Imagine getting to know about this 20 years ago.
- Galanwe 3y agoStatarb, the pair trading form, has been known since more than 20 years
- lextuto 3y agoHere's a link[0] to my (non-monetized, WIP) blog about Renaissance Technologies[1] who were one of the first ones to use statistical arbitrage. Others were D.E. Shaw[2] and Pete Mueller at Morgan Stanley (later PDT Partners[3].) [0] https://sileret.com/blog/renaissance-technologies/ https://sileret.com/blog/renaissance-technologies/ [1] https://en.wikipedia.org/wiki/Renaissance_Technologies https://en.wikipedia.org/wiki/Renaissance_Technologies [2] https://en.wikipedia.org/wiki/Pete_Muller_(businessman_and_singer-songwriter) https://en.wikipedia.org/wiki/Pete_Muller_(businessman_and_s... [3] https://en.wikipedia.org/wiki/PDT_Partners https://en.wikipedia.org/wiki/PDT_Partners
- mhh__ 3y agoThorpe has some interesting (unfortunately online the wayback machine has them) articles on stat-arb and his (modest) discovery of black-scholes from the 90s