This webinar provides an in-depth examination of statistical arbitrage as a quantitative trading approach. It introduces the theoretical foundations of market inefficiencies, explores widely applied models and strategies, and addresses practical implementation challenges. Participants will gain insights into both the academic underpinnings of statistical arbitrage and the applied techniques used in financial markets, with attention to risk management and evolving regulatory considerations.
This course requires a minimum of 6 participants before the live session/webinar can be scheduled.
We encourage you to enrol now to secure your place. While the session date will only be confirmed once the minimum number of participants has been reached, our team will keep you informed every step of the way.
All enrolled learners will:
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Receive email updates about the enrolment progress.
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Be contacted individually once the minimum requirement is met.
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Be the first to know the confirmed date and time of the live session/webinar.
By enrolling early, you ensure your spot in the course and help us bring the group together more quickly.
- Teacher: Dr. Kostas Giannopoulos