Sterge explains stat arb slump

Tue Jul 1, 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...

ISSN: 2151-1845 / CDC10004H

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