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Trading Strategies >> Development >> List of quantitative strategies
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1215088057

Message started by Maltamir on 07/03/08 at 13:27:37

Title: List of quantitative strategies
Post by Maltamir on 07/03/08 at 13:27:37

Arbitrage :
- Index arbitrade (index reconstruction)
- IR arbitrage (buying debt wher IR is low, selling debt where IR is High within the same country zone, ie Europe)
- Stock exchange arbitrage (Finding misspriced shares on several stock market)

Title: Re: List of quantitative strategies
Post by skyrocket on 07/15/09 at 01:50:57

Maybe Pairs Trading.

Title: Re: List of quantitative strategies
Post by nickgurtsu on 07/28/09 at 06:12:57

Seems like indicator based systems don't work