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statistical arbitrage

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Financial Dictionary

Statistical Arbitrage

A profit situation arising from pricing inefficiencies between securities. Investors identify the arbitrage situation through mathematical modeling techniques.

Investopedia Commentary

Statistical arbitrage is not without risk it depends heavily on the ability of market prices to return to a historical or predicted normal.

Related Links

Trading the Odds with Arbitrage

See also: Arbitrage, Market Arbitrage, Risk, Technical Analysis

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