bushmanov typepad.com

sbushmanovs blog

This blog tries to look at macroeconomics issues from a quantitative trading angle
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sbushmanovs blog

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This blog tries to look at macroeconomics issues from a quantitative trading angle

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The site states the following, "Jan 6, 2050 70300 AM." I noticed that the web site said " JPMorgan Chase в своей недавней статье." They also stated " Why we have a correlation bubble. Обсуждает необычно высокую корреляцию на рынке акций и каким образом эта корреляция может повлиять на различные торговые стратегии, в частности на. JPMorgan замечает, что прибыль от парного арбитража уменьшается с увеличением корреляции. О причинах повышенной корреляции и предлагаемых торговых стратегиях можно прочитать здесь. О том, что Боаз Вай." The meta header had finance macroeconomics quantitative trading pair arbitrage CFA as the first keyword.

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