arbitrage

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arbitrage:

see foreign exchangeforeign exchange,
methods and instruments used to adjust the payment of debts between two nations that employ different currency systems. A nation's balance of payments has an important effect on the exchange rate of its currency.
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References in periodicals archive ?
The firm deploys quantitative research-based trading knowledge to its statistical arbitrage and high-frequency strategies across a range of structures.
Led by Mani Mahjouri, a former Tradeworx, Sun Trading, and AQR executive who serves as Blueshift's Chief Executive Officer and Chief Investment Officer, the Firm deploys quantitative research-based trading knowledge to its statistical arbitrage and high-frequency strategies across a range of structures.
AlphaCore Capital launched the AlphaCore Statistical Arbitrage Fund, a daily liquid mutual fund that provides exposure to a statistical arbitrage strategy.
Pairs trading is a statistical arbitrage strategy designed to exploit short-term deviations from a long-run equilibrium between two stocks.
This "relative valuation" technique is inherited from our statistical arbitrage businesses which have been successfully building algorithms to take advantage of volatile markets for over a decade and has been embedded in our client service algorithms.
Strategies that tended to perform well during periods of increasing volatility include trend-following strategies, pure market-neutral strategies, statistical arbitrage, and high-frequency trading.
The first edition was published in 2001, and this second updates the material and corrects errors, but also adds commands for the R software, adds chapters on Markov Chain Monte Carlo and statistical arbitrage, and provides solutions for selected exercises.
The head of this effort became disaffected with management's refusal to allow him to branch into trading and quit to form his own fund based on a technique known as statistical arbitrage, in which relationships between financial assets arc scanned by computers to detect short-term disruptions in them that could be exploited.

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