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 alternative to high-fee strategies.

Cryptocurrency markets are global, fast-moving, and often inefficient—especially compared to traditional financial systems.

Recent market fluctuations have created new discussions around arbitrage trading strategies in various asset classes. TrinWealth’s financial analysts have been monitoring these developments closely, ...

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 ...