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.
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Quantitative Finance Club 
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