Tis but a scratch,” Monty Python’s Black Knight insists, despite losing his left arm in a sword fight. When he loses his ...

Research on statistical arbitrage in U.S. equities (1997–2007) shows that PCA-based strategies achieved average annual Sharpe ...

Tis but a scratch,” Monty Python’s Black Knight insists, despite losing his left arm in a sword fight. When he loses his right, he responds that it is “merely a flesh wound”.