The CEP Conundrum

CEP is the process by which simple events—such as a single stock quote—can be correlated with other factors, such as a corresponding option price or other data over a timeframe to create a moving average.

It is these relationships that can enable traders to identify disparities between a stock and its derivatives, fair value or other instruments, and provide opportunities for arbitrage trading. Or more likely, since the volume of data required for analysis is constantly growing and changing a

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