Relativistic statistical arbitrage
نویسندگان
چکیده
منابع مشابه
Relativistic statistical arbitrage.
Recent advances in high-frequency financial trading have made light propagation delays between geographically separated exchanges relevant. Here we show that there exist optimal locations from which to coordinate the statistical arbitrage of pairs of spacelike separated securities, and calculate a representative map of such locations on Earth. Furthermore, trading local securities along chains ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.82.056104