An Introduction to Equity Statistical Arbitrage
Equity Statistical Arbitrary – Overview
Pair Trading – An Example
enter exit
Pair Trading – Why Makes Sense
Different Types of Factors
Fundamental Factor Model
Fundamental Factor Model
Fundamental Factor Model
Statistical Factor Model
Statistical Factor Model
Portfolio Construction
Portfolio Construction – Sorting Based Approach
Portfolio Construction – Markowitz Approach
Portfolio Construction – Low Beta Anomaly Example
Portfolio Construction – Low Beta Anomaly Example
Portfolio Construction – Low Beta Anomaly Example
‘have not performed as expected’ -
Portfolio Construction – Black-Litterman
Portfolio Construction – Black-Litterman
Price Forecast – Factor Based Approach
Price Forecast – Factor Based Approach
Price Forecast – Regression Based Approach