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SER Member Discusses Losses in Statarbers
April 21, 2020
MEMBER HIGHLIGHT - In another recent article, SER member Gontran de Quillacq, discusses the factors that affect the performance of Statarbers, or Statistical Arbitrage, and how these factors have played out with the recent market volatility. Gontran states "There are hush-hush losses right now, which is unusual as those strategies are not directional on the market. The classic factor exposure analysis do not explain these common losses, so there are probably some large liquidations going on". Click here to read the full article.
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