Statistical Arbitrage
& Market-Neutral Strategies
Our statistical arbitrage strategies exploit transient micro-inefficiencies across correlated assets. Moving beyond classical pairs trading, we deploy sophisticated cointegration tests and Kalman filters to track dynamic, multi-asset mean-reversion bundles. Our models internalize intricate decay structures and microstructure latency, neutralizing beta and sector exposures to extract pure, uncorrelated alpha regardless of broader macroeconomic regimes.
Key Competencies:
- Multi-asset cointegration mapping for advanced mean-reversion ensembles.
- Kalman filter-based state space modeling to dynamically adjust hedge ratios.
- Strict market, sector, and beta neutralization.