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Statistical arbitrage (stat arb) is a pillar of quantitate trading that relies on mean reversion to predict the future returns of an asset. Mean reversion believes that if a stock has risen higher it’s more likely to revert in the short term which is the opposite of a momentum strategy that believes if a stock has been rising it will continue to rise. This blog post will walk you the ‘the’ statistical arbitrage paper Statistical Arbitrage in the US Equities Market apply it to a stock/ETF pair and then look at an intraday crypto stat arb strategy.

The recent crash in IT stocks has created an interesting opportunity for investors. Read on to know how

Press release content from Business Wire. The AP news staff was not involved in its creation. Vatic Investments Appoints Allen Poteshman, Ph.D., as Chief Investment Officer and Head of Statistical Arbitrage April 21, 2021 GMT NEW YORK--(BUSINESS WIRE)--Apr 21, 2021-- Vatic Investments, a systematic quantitative investment manager, announced today the appointment of Allen Poteshman, Ph.D., as Chief Investment Officer and Head of Statistical Arbitrage, effective April 16 th, 2021. Poteshman is based in New York and reports to James Chiu, Founder and Chief Executive Officer of Vatic. In this new...