Tag: market-neutral
Strategies
- ADR and Cross-Listing Arbitrage
- Cointegration Baskets (Multi-Leg Stat Arb)
- Dual Share Class Relative Value
- ETF vs Constituents (Creation and Redemption Arbitrage)
- Within-Industry Relative Value (Market Neutral)
- PCA Eigenportfolio Stat Arb (Statistical Factors)
- Residual Reversal (Factor-Neutral Mean Reversion)
- Short-Term Reversal (Cross-Sectional, Weekly)