Question
A High Frequency Trading strategy that involvesmonitoring (multiple, i.e. more than 2)instruments that are known to be correlated with a goal of detecting breaks in
A High Frequency Trading strategy that involvesmonitoring (multiple, i.e. more than 2)instruments that are known to be correlated with a goal of detecting breaks in the correlationwould be considered:
1Pairs Trading
2Statistical Arbitrage
3-Intra-Market Spreads
-4Inter-Market Spreads
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Statistics For Business And Economics
Authors: Paul Newbold, William Carlson, Betty Thorne
8th Edition
0132745658, 978-0132745659
