Equity stat arb is this, done across a universe of similar assets and at scale. Good implementations - normalize for common risk (sectors, countries, factors) - look at volume as well as price - use many time horizons - include short-term fundamentals to explain big moveshttps://twitter.com/goodalexander/status/1383992798265806858 …
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it really is not
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What can I say, 1% every month on a big capital base is not that exciting, but it pays the bills.
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