This is a partial preview. View large preview.

If you are logged in, your referral link [?] is automatically included below.

EMBED CODE (Copy and Paste)

DOCUMENT DESCRIPTION

Statistical arbitrage, also referred to as stat arb, is a computationally intensive approach to algorithmically trading financial market assets such as equities and commodities. It involves the simultaneous buying and selling of security portfolios according to predefined or adaptive statistical models.

Statistical arbitrage techniques are modern variations of the classic cointegration-based pairs trading strategy. This strategy is based on short-term mean reversion principles coupled with hedging strategies that take care of overall market risk.

Password
sanvin
sanvin1

Got a question about the product? Email us at [email protected] or ask the author directly by using the form to the right. If you cannot view the preview above this document description, go here to view the large preview instead.

Source: Pair Trading Model Excel document

Pair Trading Model

Sold by investmentbanker (this author has 16 documents)

$99.00

ALL FEES INCLUDED

Add to Cart

This business document is categorized under the function(s): Corporate Finance

It applies to Investment Banking.

File Type: Excel (xlsx)

File Size: 18.1 MB

Purchase includes lifetime product updates. After your purchase, you will receive an email to download this document.

Initial upload date (first version): Mar 21, 2018
Most recent version published: Apr 30, 2018

Ask the Author a Question

Must be logged in Click here to log in

Report

SELECT CUSTOMERS

Flevy has provided quality business documents to businesses and organizations of all sizes across the world—in over 60 countries. Below is just a very small sample of our customer base.

VIEW BY

Are you a business professional?
Join Flevy and sell your business documents.

Just as the mobile apps market has helped software developers earn sustainable, passive income, we hope Flevy will do the same for business professionals, like yourself. There's no reason to let your IP collect dust when it can be making you perpetual income.

CUSTOMERS ALSO BOUGHT THESE DOCUMENTS

	Commercial Due Diligence (CDD) Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: LearnPPT Top Flevy Author [?] 63-slide PowerPoint deck. Commercial Due Diligence (CDD) is the process undertaken before a transaction is finalized to evaluate the target/investment and attain a high degree of confidence in the assumptions (e.g., financial, operational) [read more]	$49.00 Add to Cart View Details
	Comprehensive Guide to Financial Statement Analysis Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: STRATICX Top Flevy Author [?] 89-slide PowerPoint deck. This document provides a detailed step-by-step guide on how to analyse financial statements. Designed for anyone who wants to understand how to review financial data and interpret the findings, the document is split into the following [read more]	$49.00 Add to Cart View Details
	Excel Model for Valuation of Non-Banking Financial Services Firm Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: investmentbanker Excel workbook. This is an valuation model of non banking financial services firm. This model covers the different valuation types to arrive at the fair value of a stock.	$20.00 Add to Cart View Details
	Pricing Strategy Workshop Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: Documents & Files Top Flevy Author [?] 133-slide PowerPoint deck. This is a presentation used for conducting a pricing workshop for your organization or a client's. It covers, among others, the following: - Pricing framework & Implementation - OEM pricing - Distributor pricing - New product [read more]	$179.99 Add to Cart View Details
	Business Process Master List (BPML) Template Listed under: Corporate Finance Operations View more from: giovanni Excel workbook. This spreadsheet is at template for conducting a very thorough Business Process Master List (BPML) analysis. The first tab is the template itself. The second tab is an illustrative example of a completed BPML spreadsheet. It [read more]	$40.00 Add to Cart View Details
	Guide to Acquisition Strategy and Valuation Methodologies Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: STRATICX Top Flevy Author [?] 28-slide PowerPoint deck. For any business looking to engage in acquisition activity, it is critical to understand what your strategy is. Acquisition and investment is more than a financial exercise, there has to be a strategy intent as well. This document is in [read more]	$29.00 Add to Cart View Details
	Business Plan Template (Financial Model) Listed under: Corporate Finance Organization, Change, & HR View more from: Documents & Files Top Flevy Author [?] Excel workbook. This is the template you have been looking for. The Business Plan Template (Financial Model) is a fully written business plan developed. Fill in the blanks and replace the generic company, industry, and product references with your [read more]	$109.99 Add to Cart View Details
	Strategic Pricing Framework and Tactics Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: STRATICX Top Flevy Author [?] 56-slide PowerPoint deck. Pricing products and services is one of the most complex and overlooked elements of a strategy. This document provides a guide and framework to help build better understanding of different strategies and tactics available. Areas covered [read more]	$49.00 Add to Cart View Details
	Design Chart Templates for Microsoft Excel Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: officehelp Top Flevy Author [?] Excel workbook. The easiest way to create design charts. Check the samples, enter your own data and watch as your charts update. Multiple different charts from the same data, with many automatic calculations made for you. No code, macros, formulas or [read more]	$20.00 Add to Cart View Details
	Valuation Model (DCF) Listed under: Corporate Finance Strategy, Marketing, & Sales View more from: CorporateFinanceDude Excel workbook. This excel provides a DCF valuation template which is a valuation method where future cash flows are discounted to present value. The valuation approach is widely used within the investment banking and private equity industry.	$30.00 Add to Cart View Details

Keyphrase:
Search in...	Document Title Document Description
Filter by author:
Filetype:	PowerPoint Excel Word PDF
Library:	Marketplace FlevyPro [?]

Pair Trading Model

Log In Below

Receive our Free Primer on Strategy Development & Execution

Get Our FREE Product.