Trending: arbitrage

fmz.com (35)in arbitrage • 5 days ago
Exploration of Counter-Trend Short-Term Mean Reversion Strategy: A Learning Practice of "Volatility Statistical Arbitrage"
Source of Strategy Recently, I saw an interesting "Volatility Statistical Arbitrage Strategy" shared in the quantitative trading community. Although it is called an arbitrage strategy, after…
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Exploration of Counter-Trend Short-Term Mean Reversion Strategy: A Learning Practice of "Volatility Statistical Arbitrage"