How Long to Read Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy

How Long Does it Take to Read Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy?

It takes the average reader and 51 minutes to read Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy by Jan Becker

Assuming a reading speed of 250 words per minute. Learn more

Description

In the following study, I am going to present a short survey of the hedge fund industry, its regulation and the existent hedge fund strategies. Statistical arbitrage in particular is explained in further detail, and major performance measurement ratios are presented. In the second part, I am going to introduce a semi-variance model for statistical arbitrage. The model is compared to the standard Garch model, which is often used in daily option trading, derivate pricing and risk management. As investment returns are not equally distributed over time, sources for statistical arbitrage occur. The semi-variance model takes skewness into account and provides higher returns at lower volatility than the Garch model. The concept is aimed to be a synopsis of mean reversion and chart pattern detection. The computer model is generated with respect to Brownian motion and technical analysis and provides significant returns to the investment. While the market efficiency hypothesis states the impossibility of long-term arbitrage opportunities, market anomalies outstand significantly. Connecting both elements creates a profitable trading system. The combination of both approaches delivers a sensible hedge fund concept. The out-of-sample backtest verifies out-performance and implies the need for further research in the area of higher moment CAPM and additional market timing strategies as sources of statistical arbitrage.

How long is Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy?

Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy by Jan Becker is 51 pages long, and a total of 12,801 words.

This makes it 17% the length of the average book. It also has 16% more words than the average book.

How Long Does it Take to Read Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy Aloud?

The average oral reading speed is 183 words per minute. This means it takes 1 hour and 9 minutes to read Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy aloud.

What Reading Level is Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy?

Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy is suitable for students ages 8 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy?

Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy by Jan Becker is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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