A strategy reborn from the ashes of 2001
Statistical arbitrage is not dissimilar to managed futures, as a strategy, notes Edouard Petitdidier, manager of the Systeia Equity Quant Fund, who was previously a CTA manager for 10 years before moving to Systeia - both are highly quantitative and require sophisticated technology systems to analyse large quantities of data and predict how it will affect securities, and both tend to have relatively large trading volumes.
Chi Lee, CEO of Autra Capital, by way of contrast, describes statistical
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