RT Journal Article SR Electronic T1 Algorithmic Trading and Statistical Arbitrage JF Trading FD Institutional Investor Journals SP 79 OP 87 VO 2007 IS 1 A1 Andrew Pole YR 2007 UL http://guides.pm-research.com/content/2007/1/79.abstract AB Statistical arbitrage suffered a performance famine over 2003-2005 in part driven by the rise of the trading algorithms developed by brokerage houses. As other contributing causes exited the field and trading algorithms gained ever wider patronage, statistical arbitrage defied the lament, “Stat.Arb. is dead, killed by low volatility,” and returned to splendid performance in 2006. The resurgence will be sustained by emergent market properties from algorithmic trading.