arXiv Open Access 2022

Meta-CTA Trading Strategies and Rational Market Failures

Bernhard K Meister

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Abstrak

Investors trade shifting prices, portfolio values, and in turn their ability to borrow. Concentrated ownership, high price impact and low collateral requirements are propitious for arbitrage.

Topik & Kata Kunci

q-fin.PM

Penulis (1)

Bernhard K Meister

Format Sitasi

APA MLA BibTeX

Meister, B.K. (2022). Meta-CTA Trading Strategies and Rational Market Failures. https://arxiv.org/abs/2209.05360

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Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓