The algorithm employs a general statistical arbitrage strategy based on the tendency of overvalued stocks to go back down and the undervalued ones to go up. In the 1970s, 1980s and early 1990s ...

A static portfolio offers passive, market-neutral exposure to convertible arbitrage. Find out why it's an efficient ...

Prior to founding WorldQuant in 2007, Mr. Tulchinsky spent 12 years as a statistical arbitrage portfolio manager at Millennium Management. He is the founder of WorldQuant University, a not-for ...