Relativistic statistical arbitrage
Recent advances in high-frequency financial trading have made light propagation delays between geographically separated exchanges relevant. Here we show that there exist optimal locations from which to coordinate the statistical arbitrage of pairs of spacelike separated securities, and calculate a r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
American Physical Society
2011
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| Online Access: | http://hdl.handle.net/1721.1/62859 https://orcid.org/0000-0002-4818-7674 |