Then this paper makes a brief summary on the concept of statistical arbitrage, co-integration theory, extreme value theory, which paves the way for the empirical research.
然后本文对将要利用的统计套利概念、协整理论、极值理论等进行了简短的总结，为后文的实证研究铺垫基础。
We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.
本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
Voleonengages in statistical arbitrage, which involves sifting through enormous poolsof data for patterns that can predict subtle movements across a whole class ofrelated stocks.
Voleon公司按照预测一类相关股票微小变动的模式，在大量数据的池中进行数据过滤。 来专注于统计学上的套利业务。
Voleonengages in statistical arbitrage, which involves sifting through enormous poolsof data for patterns that can predict subtle movements across a whole class ofrelated stocks.
Voleon公司按照预测一类相关股票微小变动的模式，在大量数据的池中进行数据过滤。 来专注于统计学上的套利业务。
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