Statistical Arbitrage
Statistical arbitrage is a type of quantitative trading strategy, widely used in stocks, futures, and other financial markets. This strategy aims to exploit price discrepancies between assets to achieve risk-free or low-risk profits. But what is the core idea behind statistical arbitrage? And how is this strategy practiced? This article will unveil the mystery for you.
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We will share and publish articles on various quantitative strategies. These include main force leading monitoring strategy, futures-arbitrage, triangular arbitrage, grid Martingale strategy, options-futures arbitrage, inter-period arbitrage, DEX-DEX arbitrage, CEX-DEX arbitrage, Front-Run, and more.
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DeFi Front-Running: The Stealthy Path in a Decentralized World
In the world of Decentralized Finance (DeFi), front-running has emerged as a significant issue. Also known as 'transaction hijacking,' it exploits the transparency of blockchain transactions to gain an unfair advantage. This article dives into what front-running is, how it works in DeFi, and the steps that can be taken to mitigate such attacks.
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Coming Soon...
We will share and publish articles on various quantitative strategies. These include main force leading monitoring strategy, futures-arbitrage, triangular arbitrage, grid Martingale strategy, options-futures arbitrage, inter-period arbitrage, DEX-DEX arbitrage, CEX-DEX arbitrage, Front-Run, and more.
Read more