James Velissaris

Wildcat Capital Management

Strategist

888 7th Avenue

New York, NY 10106

United States

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Scholarly Papers (1)

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Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies

Number of pages: 23 Posted: 27 Aug 2010
James Velissaris
Wildcat Capital Management
Downloads 5,693 (1,156)

Abstract:

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Arbitrage, Principal Component Analysis, Statistical Arbitrage, Quantitative Finance