• Voleon公司按照预测一类相关股票微小变动模式,在大量数据进行数据过滤。 来专注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.

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  • 合并套利基金其它类型基金较少暴露波动股票市场,并因此受益

    Merger-arbitrage funds benefit from lower exposure to volatile equity markets than many of their peers.

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  • 一部分预计苹果股票报告公布抛售这样投资者就可以期较好报告中套利

    Some expected Apple's shares to sell off after the report as investors took profits following another solid report.

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  • 导致问题恶化因素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.

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  • 息差水平特别显著是因为私人股份集团已经债务工具市场股票市场之间进行套利,通过使用债务工具借入资金收购公司.

    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.

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  • 股息贴现模型估计股票内在价值基本方法套利均衡现代金融理论基础

    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.

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  • 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.

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  • 红利税率多元化引致投资者股票估价差异性的原因之一并且催生现金股利除息前后的套利机会增量交易

    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.

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  • 研究主要目的分析可转换债券套利行为发债公司股票流动性股票有效性影响

    The main aim of the paper is analyzing the impact of convertible bond arbitrage activity on stock market liquidity and efficiency.

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  • 本文借鉴思想采用协整回归一般化方法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.

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  • 同时,由于风险套利活动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.

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  • 股息贴现模型估计股票内在价值基本方法,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.

    youdao

  • 即将推出我国股票指数期货交易市场上的投机者套利者进行套利活动有理论指导意义实际操作意义

    It is directive in theory and in practical for speculators and arbitrageurs for the coming of stock index future market in our country.

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  • 行为金融角度结合有限套利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.

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  • 文章上海股票市场486家上市公司数据为样本,对套利定价模型我国证券市场有效性进行检验

    This paper samples 486 companies in Shanghai stock market with the testing of the APT model on the availability in China security market.

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  • 本文考察了我国转换债券市场结构、条款设计外部条件的特殊性,利用无套利均衡分析的方法,以基准股票价格驱动因素建立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.

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  • 本文进一步计算出股票价格模型期望方差讨论跳跃服从对数分布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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  • 本文进一步计算出股票价格模型期望方差讨论跳跃服从对数分布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.

    youdao

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