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Tag: mean-reversion
Strategies
FX Value (Purchasing Power Reversion)
Mean Reversion (Russell 2000)
PCA Eigenportfolio Stat Arb (Statistical Factors)
Residual Reversal (Factor-Neutral Mean Reversion)
Short-Term Reversal (Cross-Sectional, Weekly)
Volatility Calendar Spreads (Trading the Term Structure)
Concepts
Cointegration
Pairs Trading
Statistical Arbitrage
Interview Questions
Long inventory, but nothing scheduled. Hold or trim?
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