A quiet revolution is taking place in the equity market. Away from the reverberationsof the burst technology bubble, and the continuing debate over retail equityderivatives products, quants are discovering how to reapply old techniques tonew problems, and are making money doing it.
Some call it algorithmic trading. Others use the term statistical arbitrage.An obsolete expression is technical trading. Perhaps the most generic and usefulterm is quantitative trading: using the full panoply of mathe
The week on Risk.net, July 14–20, 2017Receive this by email