DISCIPLINE TRACK 03 // STATARB & QUANT RESEARCH
Quant Research & StatArb
Pairs trading cointegration, recursive Kalman filter dynamic hedge ratios, Fama-French multi-factor risk attribution, and lead-lag cross-asset statistical arbitrage spread engines.
TARGET DESKS:
Millennium
Point72
D.E. Shaw
AQR
Track Problem Set
5 AUDITED INSTITUTIONAL CHALLENGES
5 of 5 Challenges