Arbitrage is as old as the profession of trading. Even in a bartering economy, arbitrage existed. But why do they exist?
In this era of competitiveness in financial studies, opting for empirical research without backtesting overfitting is quite a chore. Read our article to avoid overfitting in your research.
Cash and Carry Arbitrage is an arbitrage strategy that is market neutral. Here is a gentle introduction.
It is important to get the optimal position sizing in Trading. Here is a consideration on Kelly Criterion application to Options Trading.
In nature, many simple objects interacting with each other can self-organize into behaviors that seem unexpectedly complex. A well-documented example is the stock market.
Data science finds its way into different aspects of finance. It is a result of large volumes of financial data available in this modern trading world.
Vertical spreads are a very effective way to have exposure to moderate directional movements on the underlying asset.
Algorithmic trading is the use of computer programs for entering trade orders with algorithms deciding on aspects such as timing, prices, and quantity of the order with lack or even without human intervention.