Statistical arbitrage (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Statistical arbitrage" in English language version.

refsWebsite

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741^st place

577^th place

1daytradetheworld.com

low place

low place

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5^th place

1semanticscholar.org

11^th place

8^th place

1,174^th place

773^rd place

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501^st place

daytradetheworld.com

"Statistical Arbitrage". DayTradeTheWorld. 28 February 2020.

doi.org

Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.

mit.edu

web.mit.edu

Amir Khandani and Andrew Lo. What Happened to the Quants In August 2007?

nyu.edu

math.nyu.edu

Avellaneda, Marco (Spring 2011). "Risk and Portfolio Management; Statistical Arbitrage" (PDF). Courant Institute of Mathematical Sciences. Retrieved 2015-03-30.

princeton.edu

press.princeton.edu

Andrew W. Lo (2010). Hedge Funds: An Analytic Perspective (Revised and expanded ed.). Princeton University Press. p. 260. ISBN 978-0-691-14598-3.

semanticscholar.org

api.semanticscholar.org

Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.

ssrn.com

Amir Khandani and Andrew Lo. What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

worldcat.org

search.worldcat.org

Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.

wsj.com

Scott Patterson (2010-01-22). "The Minds Behind the Meltdown". Wall Street Journal Online. Retrieved 2011-06-06.