Relativistic statistical arbitrage
Recent advances in high-frequency financial trading have made light propagation delays between geographically separated exchanges relevant. Here we show that there exist optimal locations from which to coordinate the statistical arbitrage of pairs of spacelike separated securities, and calculate a r...
Main Authors: | Wissner-Gross, Alexander (Contributor), Freer, Cameron E. (Contributor) |
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Other Authors: | Massachusetts Institute of Technology. Department of Mathematics (Contributor), Massachusetts Institute of Technology. Media Laboratory (Contributor) |
Format: | Article |
Language: | English |
Published: |
American Physical Society,
2011-05-20T15:15:38Z.
|
Subjects: | |
Online Access: | Get fulltext |
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