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بایگانی‌ها Arbitrage - مرجع آموزش بازار بورس و فارکس

article – Arbitrage Pricing Theory

article – Arbitrage Pricing Theory Arbitrage refers to riskless profits that are generated not because of a net investment but on account of exploiting the difference that exists in the price of identical financial instruments due to market imperfections. Eventually, these arbitrage opportunities are eliminated and supply becomes equal to demand. Thus, the innate tendency […]

تاریخ : فوریه 10th, 2013
Kalman Filter For Arbitrage Identification In High Frequency Data

We present a methodology for modelling real world high frequency financial data.The methodology copes with the erratic arrival of data and is robust to additive outliers in the data set. Arbitrage pricing relationships are formulated into a linear state space representation.

تاریخ : ژوئن 26th, 2012