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Stab art, er, stat arb paper of interest

 
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Author Stab art, er, stat arb paper of interest
nodoodahs
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PostPosted: Thu Feb 18, 2010 4:23 pm    Post subject: Stab art, er, stat arb paper of interest Reply with quote
http://stat.fsu.edu/~jfrade/PAPERS/Statistical%20Arbitrage/faj.v63.n5.pdf
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rffrydr
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PostPosted: Sat May 22, 2010 7:08 pm    Post subject: Reply with quote
I'm thinking what started as symptom is becoming cause. Long/Short families of ETFs are anything but "balanced."

Good time to be doing anything other than market stuff, Bill. I'm goin' to count you lucky 'til I hear different. Smile
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nodoodahs
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PostPosted: Sat May 22, 2010 3:52 pm    Post subject: Reply with quote
rffrydr wrote:
So how's this stuff been working out lately? Twisted Evil
Dunno. Been preoccupied with other-than-market-stuff for a while now, haven't followed em. Laughing
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rffrydr
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PostPosted: Sat May 22, 2010 6:32 am    Post subject: Reply with quote
So how's this stuff been working out lately? Twisted Evil
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