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OptionTrader ProSM User Guide Fidelity ATP version 5.2 Table of Contents Introduction Eligibility Launching OptionTrader Pro • OptionTrader Pro Toolbar Trading with OptionTrader Pro • Single leg trading • Routing choices and destinations o Trade o Directed o SEEK o Stage • Monitoring and Trading staged orders • Simulated Trades • Speed Ticket • Multileg trading o Using Spreadmarket windows o ...

Statistical Inference in Calibrated Models Fabio Canova Journal of Applied Econometrics, Vol. 9, Supplement: Special Issue on Calibration Techniques and Econometrics. (Dec., 1994), pp. S123-S144. Stable URL: http://links.jstor.org/sici?sici=0883-72 52%28199412%299%3CS123%3ASIICM%3E2.0.CO% 3B2-4 Journal of Applied Econometrics is currently published by John Wiley & Sons. Your use of the JSTOR arc...

In this paper we describe a set of statistical arbitrage models which exploit relative value relationships amongst the constituents of the FTSE 100. Rather than estimating cointegration vectors of high dimensionality, a stepwise regression approach is used to identify the most appropriate subspace for the stochastic detrending of each individual equity price. A Monte Carlo simulation is used...