4 ms·
Stat arb is not what is commonly known as technical analysis. They are distinct. No. Technical analysis is forecasting prices based on past data. Stat arb is a
by yummyfajitas 12y ago
Stat arb is not what is commonly known as technical analysis. They are distinct.
No. Technical analysis is forecasting prices based on past data. Stat arb is a particular form of technical analysis, based mainly on looking for mean reversion in sets of securities.
Strictly speaking, statarb \subset technical analysis.
- confluence 12y ago> forecasting prices based on past data By your definition everything is technical analysis. Which makes your definition useless.
- yummyfajitas 12y agoHardly - fundamental analysis exists. Any strategy lies somewhere on the continuum of strategies ranging from purely technical (looking at past prices only) to purely fundamental (looking at fundamental data only).