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Question about BB trading strategies
Hey, This might be quite a silly question, but I was wondering whether BB traders are allowed to take advantage of 'statistical arbitrage' opportunities they see in the market? Few points on this: - I realize 'statistical arbitrage' is a fairly vague term that encompasses lots of things, but I hear...
Please recommend books for statistical arbitrage
Hi everyone, I'm going to join a hedge fund, which is implementing statistical arbitrage / quant trading on US equity. I am computer science / MFE background, but have quite limited understanding about statistical arbitrage. Therefore, I want to get prepared before on board, by reading some good...
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