Algorithmic Trading Group Forum - Stats for arbitrage oppotunity.

07/05/25 at 14:47:39

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Stats for arbitrage oppotunity. (Read 7434 times)

GregK Newbie Offline I like this forum! Posts: 4 Dublin Gender:	Stats for arbitrage oppotunity. 07/18/09 at 21:11:50 Are statistics compiled to record arbitrage? How long it lasts, it's range based on time etc.
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Stats for arbitrage oppotunity. Reply #1 - 07/21/09 at 10:46:00 What kind of arbitrage are you referring to: index, statistical, M&A, interest, convertibles? The observed duration and occurrence of such opportunities will be in the context of a pricing model, risk assessment, slippage, spreads, tracking errors, etc.
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GregK

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I like this forum!

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Re: Stats for arbitrage oppotunity.
Reply #2 - 07/28/09 at 09:14:41

Algo Designer wrote on 07/21/09 at 10:46:00:

What kind of arbitrage are you referring to: index, statistical, M&A, interest, convertibles?

The observed duration and occurrence of such opportunities will be in the context of a pricing model, risk assessment, slippage, spreads, tracking errors, etc.

I´m actually particularly interested in statistical arbitrage, however stats on any of them would be of interest.

I should rephrase my question. Are there any places on the internet where companies make available their stats on arbitage within the context of any models they may have. Nieve question I´m sure but there is always a possibility.

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