Tag Archives: arbitrage

Free Money

@isomorphisms: Higgs Boson Particle to be observed on/before 31 Dec 2012 = 68.0% @Intrade bit.ly/MP3Eo0 @isomorphisms: Higgs 2013 = 80%, Higgs 2014 = 85%, Higgs 2015 = 80.1%. Oops #EMH #arb There’s $2 three years from now sitting on the … Continue reading

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Well, I didn’t think this book was that funny. It was interesting to peep inside Salomon Smith Barney as bond trading was becoming lucrative. John Gutfreund was the first of many to take his firm public to the dismay of the … Continue reading

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Stat Arb

The point of statistical arbitrage is to make markets consistent. For example, if GBP trades against USD at 2:1, and USD trades against JPY at 10 000:1, then GBP had better be trading against JPY at 20 000:1 !! ! Anything else wouldn’t … Continue reading

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Stat Arb

The point of statistical arbitrage is to make markets consistent. For example, if GBP trades against USD at 2:1, and USD trades against JPY at 10 000:1, then GBP had better be trading against JPY at 20 000:1 !! ! Anything else wouldn’t … Continue reading

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