Trading on stat-arb
Statistical arbitrage, or 'stat-arb', exploded on the trading scene in the late 1990s, with PhDs in physics and other 'hard' sciences reaping double-digit returns on simple statistical phenomena. Since then, statistical arbitrage has been both hailed and derided. The returns generated pre-2007 by many stat-arb shops popularised the technique. Yet some blame stat-arb traders for destabilising the markets in the 2007 and 2008 crises. Despite the recent explosive popularity of stat-arb strategies
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