
Nicolas Mirjolet - Multivariate Trend Following (S7E8)
Flirting with Models
Challenges of Scaling a Statistical Arbitrage Business
Exploring the challenges and key factors influencing scalability in statistical arbitrage, focusing on holding period, trade costs, turnover, and cross exposure. Emphasis on achieving high returns through cross exposure and differentiating between idiosyncratic alpha and systematic risk factor inefficiencies.
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