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In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by substantial mathematical, computational, and trading platforms.

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  • Arbitrage statistique (fr)
  • Statistical arbitrage (en)
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  • Dans le monde de la finance et de l'investissement, l'arbitrage statistique a deux significations bien distinctes : * dans la littérature académique, l'arbitrage statistique est défini par opposition à l'arbitrage déterministe ; * dans le domaine de la finance et de la bourse, l'arbitrage statistique fait référence à une catégorie particulière de gestion de fonds de spéculation utilisant des modèles statistiques complexes. (fr)
  • In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by substantial mathematical, computational, and trading platforms. (en)
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  • Dans le monde de la finance et de l'investissement, l'arbitrage statistique a deux significations bien distinctes : * dans la littérature académique, l'arbitrage statistique est défini par opposition à l'arbitrage déterministe ; * dans le domaine de la finance et de la bourse, l'arbitrage statistique fait référence à une catégorie particulière de gestion de fonds de spéculation utilisant des modèles statistiques complexes. (fr)
  • In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by substantial mathematical, computational, and trading platforms. (en)
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