James Velissaris

Wildcat Capital Management

Strategist

888 7th Avenue

New York, NY 10106

United States

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Scholarly Papers (1)

1.

Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies

Number of pages: 23 Posted: 27 Aug 2010
James Velissaris
Wildcat Capital Management
Downloads 3,988 (1,113)

Abstract:

Arbitrage, Principal Component Analysis, Statistical Arbitrage, Quantitative Finance