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List of quantitative strategies (Read 85571 times)
Maltamir
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List of quantitative strategies
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)









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skyrocket
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Re: List of quantitative strategies
Reply #1 - 07/15/09 at 01:50:57
 
Maybe Pairs Trading.
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nickgurtsu
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Re: List of quantitative strategies
Reply #2 - 07/28/09 at 06:12:57
 
Seems like indicator based systems don't work
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