Archive for November 14th, 2010

14
Nov
10

Paper: Factor Geográfico en el Arbitraje Estadístico

Relativistic statistical arbitrage

Recent advances in high-frequency financial trading have made light propagation delays between geographically separated exchanges relevant. Here we show that there exist optimal locations from which to coordinate the statistical arbitrage of pairs of spacelike separated securities, and calculate a representative map of such locations on Earth. Furthermore, trading local securities along chains of such intermediate locations results ina novel econophysical effect, in which the relativistic propagation of tradable information is effectively slowedor stopped by arbitrage.

Link al Paper

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14
Nov
10

Frase del Día: Portfolio a la medida

“One of the biggest disservices at investor can do to their portfolio is to act on a timeframe that is not consistent with their objectives.”

(Fuente: Mabane Faber)




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