GLG Seminar: Mean Reversion and Statistical Arbitrage Strategies in Equities

Time & Location

Originally Presented: May 21, 2008 12:30 PM, London

Presenter(s):

GLG Expert Contributor

Agenda:

  • Market-neutral portfolios and sector-neutral/ETF hedging
  • Quantitative equity valuation models and trading signal generation
  • Simulation and back-testing of statistical arbitrage strategies
  • Analysis and comparison of different strategies since 1996
  • Future perspectives of statistical arbitrage

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About GLG Live Meetings

A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.