Statistical Arbitrage - what's the word?

pettenor · August 20th, 2005, 1:46 am

What do people think of the High-frequency stat arb space nowadays? Seems like there is increasing competition in the area and it is becoming more and more difficult to generate $$. Any thoughts on whether it's worth entering the area?

N · August 20th, 2005, 8:31 pm

I think still there's tons of opportunity in high-frequency arb; lots of money can be made. The cream is still in the bottle.

gw33 · August 22nd, 2005, 1:16 pm

tough to do it if you're a standalone prop desk. If you're bolted onto a client facing business however.....