![]() |
||||||||||||||||
|
||||||||||||||||
|
Statistical arbitrage
Statistical arbitrageIn the context of hedge funds, a style of management that employs complex statistical models that try to capture small abnormalities in a security's intraday return. RELATED TERMS-------------------------------------- Hedge A measure used to offset losses or potential losses. Management The people who administer a company, create policies, and provide the support necessary to implement the owners' business objectives. Intraday Another way of saying "within the day"; often to refer to the high and the low price of a stock. Return The change in the value of a portfolio over an evaluation period, including any distributions made from the portfolio during that period. SIMILAR TERMS-------------------------------------- STATE & PARISH EMPLOYEES Credit Union STATE & PARISH EMPLOYEES is a credit union with head office in NEW ORLEANS, LA STATE AGENCIES Credit Union STATE AGENCIES is a credit union with head office in SHREVEPORT, LA State and local government series (SLUGs) Special nonmarketable certificates, notes, and bonds offered to state and local governments as a means to invest proceeds from their own tax-exempt financing. State bank A bank authorized in a specific state by a state-based charter, with generally the same functions as a national bank. State Bank of India Group State Bank of India Group is a top Indian corporation in the field of banking, and its estimated market value is 8,620 million US dollars. STATE COLLEGE Credit Union STATE COLLEGE is a credit union with head office in STATE COLLEGE, PA STATE CS EMPLOYEES Credit Union STATE CS EMPLOYEES is a credit union with head office in WATERTOWN, NY STATE DEPARTMENT Credit Union STATE DEPARTMENT is a credit union with head office in ALEXANDRIA, VA STATE EMPLOYEES Credit Union STATE EMPLOYEES is a credit union with head office in ALBANY, NY State Farm Bank A United States bank with head office in Bloomington, Illinois. STATE FARM CALIFORNIA Credit Union STATE FARM CALIFORNIA is a credit union with head office in BAKERSFIELD, CA STATE FARM CENTRAL Credit Union STATE FARM CENTRAL is a credit union with head office in COLUMBIA, MO STATE FARM FLORIDA Credit Union STATE FARM FLORIDA is a credit union with head office in WINTER HAVEN, FL STATE FARM GREAT LAKES Credit Union STATE FARM GREAT LAKES is a credit union with head office in BLOOMINGTON, IL STATE FARM GREAT WESTERN Credit Union STATE FARM GREAT WESTERN is a credit union with head office in TEMPE, AZ STATE FARM HEARTLAND Credit Union STATE FARM HEARTLAND is a credit union with head office in LINCOLN, NE STATE FARM MID-AMERICA Credit Union STATE FARM MID-AMERICA is a credit union with head office in NEWARK, OH STATE FARM MID-ATLANTIC Credit Union STATE FARM MID-ATLANTIC is a credit union with head office in FREDERICK, MD STATE FARM NORTHEAST Credit Union STATE FARM NORTHEAST is a credit union with head office in BALLSTON SPA, NY STATE FARM PACIFIC NORTHWEST Credit Union STATE FARM PACIFIC NORTHWEST is a credit union with head office in DUPONT, WA STATE FARM SOUTHERN Credit Union STATE FARM SOUTHERN is a credit union with head office in DULUTH, GA STATE FARM TEXAS Credit Union STATE FARM TEXAS is a credit union with head office in AUSTIN, TX STATE HIGHWAY PATROL Credit Union STATE HIGHWAY PATROL is a credit union with head office in COLUMBUS, OH State Street State Street is a top United States corporation in the field of banking, and its estimated market value is 14,630 million US dollars. State Street Bank and Trust Company A United States bank with head office in Boston, Massachusetts. State tax exempt income fund A mutual fund that seeks current income exempt from federal and a specific state's income taxes. STATE UNIVERSITY OF NY GENESEO Credit Union STATE UNIVERSITY OF NY GENESEO is a credit union with head office in GENESEO, NY Stated annual interest rate The interest rate expressed as a per year percentage, by which interest payments are determined. Stated conversion price At the time of issuance of a convertible security, the price the issuer effectively grants the security holder to purchase the common stock, equal to the par value of the convertible security divided by the conversion ratio. Stated maturity For the CMO tranche, the date the last payment would occur at zero CPR. Stated value A monetary worth figure that bears no relation to market value that is assigned, for accounting purposes, to stock for use instead of par value. Statement A document listing amounts of money owing or owed. Statement billing Billing method in which the sales for a period such as a month (for which a customer also receives invoices) are collected into a single statement, and the customer must pay all the invoices represented on the statement. Statement of Additional Information (SAI) A document provided as a supplement to a mutual fund prospectus. It provides more detailed information about fund policies, operations, and risks. Also known as a Part B prospectus. Statement of Cash Flows A financial statement showing a firm's cash receipts and cash payments during a specified period. Statement of cash flows method A method of cash budgeting that is organized along the lines of the statement of cash flows. Statement of condition A document describing the status of assets, liabilities, and equity of a person or business at a particular time. Statement of Financial Accounting Standards No. 52 The currency translation standard currently used by US firms. It mandates the use of the current rate method. Statement of Financial Accounting Standards No. 8 The is a currency translation standard once used by U.S. accounting firms. Statesman Statesman is an Indian newspaper. STATESMAN Credit Union STATESMAN is a credit union with head office in BOISE, ID STATEWIDE Credit Union STATEWIDE is a credit union with head office in FLOWOOD, MS Static return The return that an investor would make on a particular position if the underlying stock were unchanged in price at the expiration of the options in the position. Static theory of capital structure Theory that the firm's capital structure is determined by a trade-off of the value of tax shields against the costs of bankruptcy. Stationary time series A longitudinal measure in which the process generating returns is identical over time. Statistical tracking error Used in the context of general equities. Standard deviation of the difference between the portfolio return and the desired investment benchmark return. Statoil Group Statoil Group is a top Norwegian corporation in the field of oil and gas operations, and its estimated market value is 39,440 million US dollars. Statutory debt limit The cap that Congress imposes on the amount of public debt that may be outstanding whether temporary or permanent. Statutory investment An investment that a trustee is authorized to make under state law. Statutory merger A merger in which one corporation remains as a legal entity, instead of a new legal entity being formed. Statutory surplus The surplus of an insurance company determined by the accounting treatment of both assets and liabilities as established by state statutes. Statutory voting The standard rule in most corporations that there is one vote per share in elections of the Board of Directors. PREVIOUS AND NEXT TERMS-------------------------------------- Statement of Financial Accounting Standards No. 52 The currency translation standard currently used by US firms. It mandates the use of the current rate method. Statement of Financial Accounting Standards No. 8 The is a currency translation standard once used by U.S. accounting firms. Static return The return that an investor would make on a particular position if the underlying stock were unchanged in price at the expiration of the options in the position. Static theory of capital structure Theory that the firm's capital structure is determined by a trade-off of the value of tax shields against the costs of bankruptcy. Stationary time series A longitudinal measure in which the process generating returns is identical over time. Statistical arbitrage Statistical tracking error Used in the context of general equities. Standard deviation of the difference between the portfolio return and the desired investment benchmark return. Statutory debt limit The cap that Congress imposes on the amount of public debt that may be outstanding whether temporary or permanent. Statutory investment An investment that a trustee is authorized to make under state law. Statutory merger A merger in which one corporation remains as a legal entity, instead of a new legal entity being formed. Statutory surplus The surplus of an insurance company determined by the accounting treatment of both assets and liabilities as established by state statutes. We thank you for using the Financial Dictionary to search for Statistical arbitrage. If you have a better definition for Statistical arbitrage than the one presented here, please let us know by making use of the suggest a term option. This definition of Statistical arbitrage may be disputed by other professionals. Our attempt is to provide easy definitions on Statistical arbitrage and any other medical topic for the public at large.
|
|||||||||||||||
| © Financial Dictionary 2005. All rights reserved. | ||||||||||||||||
| statisticalarbitrage / tatistical arbitrage / satistical arbitrage / sttistical arbitrage / staistical arbitrage / statstical arbitrage / statitical arbitrage / statisical arbitrage / statistcal arbitrage / statistial arbitrage / statisticl arbitrage / statistica arbitrage / statisticalarbitrage / statistical rbitrage / statistical abitrage / statistical aritrage / statistical arbtrage / statistical arbirage / statistical arbitage / statistical arbitrge / statistical arbitrae / statistical arbitrag / sstatistical arbitrage / sttatistical arbitrage / staatistical arbitrage / stattistical arbitrage / statiistical arbitrage / statisstical arbitrage / statisttical arbitrage / statistiical arbitrage / statisticcal arbitrage / statisticaal arbitrage / statisticall arbitrage / statistical arbitrage / statistical aarbitrage / statistical arrbitrage / statistical arbbitrage / statistical arbiitrage / statistical arbittrage / statistical arbitrrage / statistical arbitraage / statistical arbitragge / statistical arbitragee / wtatistical arbitrage / etatistical arbitrage / dtatistical arbitrage / xtatistical arbitrage / ztatistical arbitrage / atatistical arbitrage / qtatistical arbitrage / s5atistical arbitrage / s6atistical arbitrage / syatistical arbitrage / shatistical arbitrage / sgatistical arbitrage / sfatistical arbitrage / sratistical arbitrage / s4atistical arbitrage / stqtistical arbitrage / stwtistical arbitrage / ststistical arbitrage / stxtistical arbitrage / stztistical arbitrage / sta5istical arbitrage / sta6istical arbitrage / stayistical arbitrage / stahistical arbitrage / stagistical arbitrage / stafistical arbitrage / staristical arbitrage / sta4istical arbitrage / statstical arbitrage / statiwtical arbitrage / statietical arbitrage / statidtical arbitrage / statixtical arbitrage / statiztical arbitrage / statiatical arbitrage / statiqtical arbitrage / statis5ical arbitrage / statis6ical arbitrage / statisyical arbitrage / statishical arbitrage / statisgical arbitrage / statisfical arbitrage / statisrical arbitrage / statis4ical arbitrage / statistcal arbitrage / statistixal arbitrage / statistisal arbitrage / statistidal arbitrage / statistifal arbitrage / statistival arbitrage / statisti al arbitrage / statisticql arbitrage / statisticwl arbitrage / statisticsl arbitrage / statisticxl arbitrage / statisticzl arbitrage / statisticao arbitrage / statisticap arbitrage / statistica; arbitrage / statistica. arbitrage / statistica, arbitrage / statisticak arbitrage / statisticai arbitrage / statistical qrbitrage / statistical wrbitrage / statistical srbitrage / statistical xrbitrage / statistical zrbitrage / statistical a4bitrage / statistical a5bitrage / statistical atbitrage / statistical agbitrage / statistical afbitrage / statistical adbitrage / statistical aebitrage / statistical a3bitrage / statistical arvitrage / statistical arfitrage / statistical argitrage / statistical arhitrage / statistical arnitrage / statistical ar itrage / statistical arbtrage / statistical arbi5rage / statistical arbi6rage / statistical arbiyrage / statistical arbihrage / statistical arbigrage / statistical arbifrage / statistical arbirrage / statistical arbi4rage / statistical arbit4age / statistical arbit5age / statistical arbittage / statistical arbitgage / statistical arbitfage / statistical arbitdage / statistical arbiteage / statistical arbit3age / statistical arbitrqge / statistical arbitrwge / statistical arbitrsge / statistical arbitrxge / statistical arbitrzge / statistical arbitrate / statistical arbitrag3 / statistical arbitrag4 / statistical arbitragr / statistical arbitragf / statistical arbitragd / statistical arbitrags / statistical arbitragw / | ||||||||||||||||