AQR Arbitrage has seen stable leadership ... The fund sports low correlation and beta to the S&P 500(0.32 and 0.07, respectively) and to the Bloomberg US Aggregate Bond(0.02 for each measure).

Statistical arbitrage strategies rely on the assumption that prices will return to a historical levels of long-term correlation, a phenomenon known as reversion to the mean. However, in the event ...

Arbitrage is the exploitation of price discrepancies within different markets of similar or identical assets in order to generate low-risk to no-risk profits, after accounting for transaction and ...

Arbitrage traders — who "go long" one security ... This is because its high volatility often has a low correlation to its business fundamentals. Because of its speculative profile, coupled ...

Gox exchange. Lienkha suggested the current divergence offers potential arbitrage opportunities for traders, given the historical correlation between Bitcoin and the equity market over extended ...

First, option-based arbitrage funds averaged an annualized ... When looking at the correlation between the average alternative fund and the S&P 500, we find a correlation coefficient of 0.70 ...

AQR Arbitrage has seen stable leadership ... The fund sports low correlation and beta to the S&P 500(0.32 and 0.07, respectively) and to the Bloomberg US Aggregate Bond(0.02 for each measure).