Statistical Arbitrage?

[yari123]

Would there be still many opportunities? as many black boxes are getting faster and faster, making the market pricing more efficient what chance do small arbitragers have?

Also, are there any books that offer a hands on approach to stats arb? I'm looking for a book taht would also have some programming applications as well.

or is there any other arbitrage programming, not just stats arbitrage.

 

[Tadragh1]

Would there be still many opportunities? as many black boxes are getting faster and faster, making the market pricing more efficient what chance do small arbitragers have?

Also, are there any books that offer a hands on approach to stats arb? I'm looking for a book taht would also have some programming applications as well.

or is there any other arbitrage programming, not just stats arbitrage.

You can try "An Introduction To High-Frequency Finance" for starters. And all the papers you can get from the O&A community.

 

[HankScorpio]

1. Yes there are still many opportunities.
2. Don't confuse high-frequency finance with Stab Art... err... I mean Stat Arb.
3. There is no "single" publication for what you are asking.
4. Everyone is very secretive about what works (funny about that).