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.
合并套利基金比其它类型的基金较少暴露于波动的股票市场,并因此受益。
Merger-arbitrage funds benefit from lower exposure to volatile equity markets than many of their peers.
一部分预计苹果股票将在报告公布后遭抛售,这样投资者就可以从下一期较好报告中套利。
Some expected Apple's shares to sell off after the report as investors took profits following another solid report.
导致问题恶化的因素是,为买进股票,许多统计套利基金经理大举借贷。
Compounding the problem is that many stat arb managers have borrowed heavily to buy shares.
息差的水平特别显著是因为私人股份集团已经在债务工具市场和股票市场之间进行套利,通过使用债务工具借入资金去收购公司.
The level of spreads is particularly significant because private-equity groups have been arbitraging between the debt and equity markets, using cheap debt to buy companies.
股息贴现模型是估计股票内在价值的基本方法,无套利均衡是现代金融理论的基础。
The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
和股票的“获利了结”一样,“套利交易”常被用来解释没有道理的外汇市场波动。
Like "profit taking" for stocks, "carry trades" is the answer when clueless about foreign currency markets.
红利税率的多元化是引致投资者对股票估价差异性的原因之一,并且催生了现金股利除息前后的套利机会和增量交易。
The variety of dividend tax rate is one of the reasons that cause the variety of stock pricing; it also induces the arbitrage opportunities and additional trading around ex-date.
本研究主要的目的是分析可转换债券套利行为对发债公司股票流动性和股票有效性的影响。
The main aim of the paper is analyzing the impact of convertible bond arbitrage activity on stock market liquidity and efficiency.
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。
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.
同时,由于无风险套利活动的存在将逐渐实现金融市场的无套利均衡,导致我国股票市场的“规模效应”减弱以致消失。
As the same time, it is considered that the non-risk arbitrage result in the non-arbitrage equilibrium in the stock market which make the size effect gradually abate and disappear.
股息贴现模型是估计股票内在价值的基本方法,无套利均衡是现代金融理论的基础。
The dividend discount model is the essential method used to estimate the stock intrinsic value.
对即将推出的我国股票指数期货交易市场上的投机者与套利者进行套利活动有理论指导意义和实际操作意义。
It is directive in theory and in practical for speculators and arbitrageurs for the coming of stock index future market in our country.
从行为金融的角度,结合有限套利与非理性个体对股票市场的套利者收益、资产价格特征进行考察。
From the perspective of behavioral finance, this paper combines the limit arbitrage and irrational trader and makes analysis on pricing efficiency of asset.
文章以上海股票市场486家上市公司的数据为样本,对套利定价模型在我国证券市场的有效性进行了检验。
This paper samples 486 companies in Shanghai stock market with the testing of the APT model on the availability in China security market.
本文考察了我国可转换债券市场结构、条款设计和外部条件的特殊性,利用无套利均衡分析的方法,以基准股票价格为驱动因素建立了有针对性的可转换债券定价模型。
Present thesis develop a stock-based pricing model with exogenous credit risk that accounts for almost all convertible bonds on Chinese market, which have soft put and soft call provisions.
本文进一步计算出股票价格模型的期望与方差,讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
本文进一步计算出股票价格模型的期望与方差,讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
We furthermore calculate the expectation and variance of random variable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
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