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AlphaCore - Demystifying Statistical Arbitrage

Innovation in computer processing power and machine-learning has brought about new ways to invest and extract alpha from the markets. Statistical arbitrage ("Stat arb") is an investment strategy that was not available to most investors just 20 years ago. Investors should do their best to understand these different kinds of strategies and to evaluate whether they could be good candidates for portfolio inclusion. This whitepaper discusses stat arb as an investment strategy, compares it to other methods of quantitative investing, and briefly discusses including stat arb in a portfolio.

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