Statistical Arbitrage
topic on 1 show · 1 statements across 1 episodes
1 statements about Statistical Arbitrage, every show
Mahr: 2007 Quant Quake was driven by crowding and added leverage
“The run on quant strategies that happened It was predicated by the fact that statistical arbitrage strategies had gotten more crowded over the years leading up to 2007. In response to that, certain managers began running those strategies with additional levera…”