Papers
Topics
Authors
Recent
Search
2000 character limit reached

Meta-CTA Trading Strategies and Rational Market Failures

Published 12 Sep 2022 in q-fin.PM | (2209.05360v1)

Abstract: 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.

Summary

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (1)

Collections

Sign up for free to add this paper to one or more collections.