Netvouz / lespet / tag / pair-trading http://netvouz.com/lespet/tag/pair-trading?feed=rss lespet's bookmarks tagged "pair-trading" on Netvouz Do Factor Models Work in the Short Term? http://www.tradingmarkets.com/.site/stocks/commentary/quantitative_trading/Do-Factor-Models-Work-in-the-Short-Term.cfm Besides pair-trading, “factor model” is the most popular workhorse of the statistical arbitrageur. lespet Sun, 27 Apr 2008 11:38:28 GMT Do Factor Models Work in the Short Term? http://www.tradingmarkets.com/.site/stocks/commentary/quantitative_trading/Do-Factor-Models-Work-in-the-Short-Term.cfm Besides pair-trading, “factor model” is the most popular workhorse of the statistical arbitrageur. kelly lespet Sun, 27 Apr 2008 11:38:36 GMT