Statistical arbitrage is named thus because over an infinite time period, it is arbitrage.
I don’t think so. I think “Statistical arbitrage” is marketing. As long as there is risk of ruin statistical arbitrage is still risky, even over infinite time. LTCM isn’t going to show a profit ever.
I don’t think so. I think “Statistical arbitrage” is marketing. As long as there is risk of ruin statistical arbitrage is still risky, even over infinite time. LTCM isn’t going to show a profit ever.