Relativistic statistical arbitrage

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 82, Issue 5, 2010, Pages

  Wissner Gross, A D ^a   Freer, C E ^b,c  

^a MIT MEDIA LAB   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF HAWAII   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL TRADING; HIGH FREQUENCY HF; OPTIMAL LOCATIONS; PROPAGATION DELAYS; STATISTICAL ARBITRAGE;

EID: 78651295143     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.82.056104     Document Type: Article

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