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...
| Principais autores: | , |
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| Outros Autores: | |
| Formato: | Artigo |
| Idioma: | en_US |
| Publicado em: |
American Physical Society
2011
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| Acesso em linha: | http://hdl.handle.net/1721.1/62859 https://orcid.org/0000-0002-4818-7674 |