Econometrics: why co-integration is needed - page 14

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We have been swimming in this)))

Find quotes for the most recent pairs that have recently emerged. And try to get a stationary series starting from the initial reference date. You will also need to apply the concept of correlation and read up on stock market delta. In general you will come across the strategy "Static arbitrage"

 

Renat, you have been inattentive. I don't believe in statistics and electricity. In short, read on.

 
And I don't believe in static arbitration as it doesn't exist.
 
Mathemat:
And I don't believe in static arbitration as it doesn't exist.

Alexei, I am a firm believer in arbitrage as a process of speculation between the over-the-counter market and the stock market :)
 

I don't understand the other frills...

 

I understand your point.

But I don't believe in static arbitration.

 
Mathemat:

I understand your point.

But I don't believe in static arbitration.


That's the rest of the finesse :)
 

Are you talking about the FAA's work?

 
What's the FAA... there's just statistical arbitration. That's what I believe in.
 
Mathemat:
What's the FAA... there's just statistical arbitration. That's what I believe in.

Do it.
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