Statistical arbitrage

In finance, statistical arbitrage (often abbreviated as Stat Arb or StatArb) is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousands) held for short periods of time (generally seconds to days). These strategies are supported by substantial mathematical, computational, and trading platforms.^[1]

^ Andrew W. Lo (2010). Hedge Funds: An Analytic Perspective (Revised and expanded ed.). Princeton University Press. p. 260. ISBN 978-0-691-14598-3.

[1] Andrew W. Lo (2010). Hedge Funds: An Analytic Perspective (Revised and expanded ed.). Princeton University Press. p. 260. ISBN 978-0-691-14598-3.

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