Home >> Absolute Return >> Archive - Landing Page >> Sterge explains stat arb slump

Sterge explains stat arb slump

July 01, 2003  



Andrew Sterge, chairman and CEO at CooperNeff Advisors Inc. of King of Prussia, Penn., has produced some fascinating insights into why statistical arbitrage strategies have been finding it increasingly difficult to perform in the past couple of years.

In a presentation at the recent GAIM meeting in...

TAKE A FREE TRIAL

The full contents of this article are available to active AR subscribers and trialists only.

To continue reading please, take a free trial, subscribe or log in to AR.

Subscribe

Subscribers have unlimited access to all current and archive content. Start your subscription today - click on the button below.

Subscribe now



  1. Helping hedge funders cope with prison
  2. Market wizards or masters of mirage? Noted authors Schwager, Lack and Drobny to discuss at Symposium
  3. Michael Geismar’s $710,000 blackjack breakfast
  4. Looking back on a $710,000 breakfast
  5. Caution from a short-seller: Earnings don't support the market’s ebullience

Popular Searches on HFI