{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:HJBSDNL5D4EXPKVO3VERXM55ES","short_pith_number":"pith:HJBSDNL5","canonical_record":{"source":{"id":"1907.09218","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-07-22T10:17:37Z","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"title_canon_sha256":"2396906cf186f61ae2a97cbd2c2e40d641cbda6bb150707c2041c512d76f7351","abstract_canon_sha256":"2fe74b38e2281108d457d3e63bb1a1f3fdf6e839874665e685f9722476d9af0e"},"schema_version":"1.0"},"canonical_sha256":"3a4321b57d1f0977aaaedd491bb3bd2494c741f9a23073d674f888f9cf1bf304","source":{"kind":"arxiv","id":"1907.09218","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1907.09218","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"arxiv_version","alias_value":"1907.09218v2","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.09218","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"pith_short_12","alias_value":"HJBSDNL5D4EX","created_at":"2026-05-18T12:33:18Z"},{"alias_kind":"pith_short_16","alias_value":"HJBSDNL5D4EXPKVO","created_at":"2026-05-18T12:33:18Z"},{"alias_kind":"pith_short_8","alias_value":"HJBSDNL5","created_at":"2026-05-18T12:33:18Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:HJBSDNL5D4EXPKVO3VERXM55ES","target":"record","payload":{"canonical_record":{"source":{"id":"1907.09218","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-07-22T10:17:37Z","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"title_canon_sha256":"2396906cf186f61ae2a97cbd2c2e40d641cbda6bb150707c2041c512d76f7351","abstract_canon_sha256":"2fe74b38e2281108d457d3e63bb1a1f3fdf6e839874665e685f9722476d9af0e"},"schema_version":"1.0"},"canonical_sha256":"3a4321b57d1f0977aaaedd491bb3bd2494c741f9a23073d674f888f9cf1bf304","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:39:35.045560Z","signature_b64":"VHcHn+5KRKJ98Nxm1dmHkQ4OaQJXF8pTXaHADoUXN1WL4XUPLFPxNc/VzyidbLNnTHLD6GCR6fFEJnVKDqe1Cw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"3a4321b57d1f0977aaaedd491bb3bd2494c741f9a23073d674f888f9cf1bf304","last_reissued_at":"2026-05-17T23:39:35.044999Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:39:35.044999Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1907.09218","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:39:35Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Ryran12iWUwtKLB+EVKzfpcrh11ljgxtDooqPhWJMnqLGEL4zQlnra8bYUssNqqDo0ymgdcoyPhf/pQRC0wiDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T15:11:35.198169Z"},"content_sha256":"35c1bc1f1ba9b5f30802d05a3b899fcd53a39c83ff51cf89ff16883e6d580494","schema_version":"1.0","event_id":"sha256:35c1bc1f1ba9b5f30802d05a3b899fcd53a39c83ff51cf89ff16883e6d580494"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:HJBSDNL5D4EXPKVO3VERXM55ES","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Generalized statistical arbitrage concepts and related gain strategies","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST","q-fin.TR"],"primary_cat":"q-fin.MF","authors_text":"Christian Rein, Ludger R\\\"uschendorf, Thorsten Schmidt","submitted_at":"2019-07-22T10:17:37Z","abstract_excerpt":"Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surely. The relevant scenarios or market states are specified via an information system given by a $\\sigma$-algebra and so this notion contains classical arbitrage as a special case. It also covers the notion of statistical arbitrage introduced in Bondarenko (2003).\n  Relaxing these notions further we introduce generalized profitable strategies which include also static or semi-static strategies. Under standard no-arbitra"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.09218","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:39:35Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"JpJ4llvLvUkSpZd/FL7Pu0+EiQescbW17LtLqnk/VSXXm/v0Kd47fIGAdy1kqybRNzi/yigoFB+9W03XbRtUAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T15:11:35.198521Z"},"content_sha256":"2901bbf71f9b879e27e693bfc360ba50036beeaf62215a76e837626ba2f6ae0d","schema_version":"1.0","event_id":"sha256:2901bbf71f9b879e27e693bfc360ba50036beeaf62215a76e837626ba2f6ae0d"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/HJBSDNL5D4EXPKVO3VERXM55ES/bundle.json","state_url":"https://pith.science/pith/HJBSDNL5D4EXPKVO3VERXM55ES/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/HJBSDNL5D4EXPKVO3VERXM55ES/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-23T15:11:35Z","links":{"resolver":"https://pith.science/pith/HJBSDNL5D4EXPKVO3VERXM55ES","bundle":"https://pith.science/pith/HJBSDNL5D4EXPKVO3VERXM55ES/bundle.json","state":"https://pith.science/pith/HJBSDNL5D4EXPKVO3VERXM55ES/state.json","well_known_bundle":"https://pith.science/.well-known/pith/HJBSDNL5D4EXPKVO3VERXM55ES/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:HJBSDNL5D4EXPKVO3VERXM55ES","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"2fe74b38e2281108d457d3e63bb1a1f3fdf6e839874665e685f9722476d9af0e","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-07-22T10:17:37Z","title_canon_sha256":"2396906cf186f61ae2a97cbd2c2e40d641cbda6bb150707c2041c512d76f7351"},"schema_version":"1.0","source":{"id":"1907.09218","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1907.09218","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"arxiv_version","alias_value":"1907.09218v2","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.09218","created_at":"2026-05-17T23:39:35Z"},{"alias_kind":"pith_short_12","alias_value":"HJBSDNL5D4EX","created_at":"2026-05-18T12:33:18Z"},{"alias_kind":"pith_short_16","alias_value":"HJBSDNL5D4EXPKVO","created_at":"2026-05-18T12:33:18Z"},{"alias_kind":"pith_short_8","alias_value":"HJBSDNL5","created_at":"2026-05-18T12:33:18Z"}],"graph_snapshots":[{"event_id":"sha256:2901bbf71f9b879e27e693bfc360ba50036beeaf62215a76e837626ba2f6ae0d","target":"graph","created_at":"2026-05-17T23:39:35Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surely. The relevant scenarios or market states are specified via an information system given by a $\\sigma$-algebra and so this notion contains classical arbitrage as a special case. It also covers the notion of statistical arbitrage introduced in Bondarenko (2003).\n  Relaxing these notions further we introduce generalized profitable strategies which include also static or semi-static strategies. Under standard no-arbitra","authors_text":"Christian Rein, Ludger R\\\"uschendorf, Thorsten Schmidt","cross_cats":["q-fin.ST","q-fin.TR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-07-22T10:17:37Z","title":"Generalized statistical arbitrage concepts and related gain strategies"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.09218","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:35c1bc1f1ba9b5f30802d05a3b899fcd53a39c83ff51cf89ff16883e6d580494","target":"record","created_at":"2026-05-17T23:39:35Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"2fe74b38e2281108d457d3e63bb1a1f3fdf6e839874665e685f9722476d9af0e","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-07-22T10:17:37Z","title_canon_sha256":"2396906cf186f61ae2a97cbd2c2e40d641cbda6bb150707c2041c512d76f7351"},"schema_version":"1.0","source":{"id":"1907.09218","kind":"arxiv","version":2}},"canonical_sha256":"3a4321b57d1f0977aaaedd491bb3bd2494c741f9a23073d674f888f9cf1bf304","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3a4321b57d1f0977aaaedd491bb3bd2494c741f9a23073d674f888f9cf1bf304","first_computed_at":"2026-05-17T23:39:35.044999Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:39:35.044999Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"VHcHn+5KRKJ98Nxm1dmHkQ4OaQJXF8pTXaHADoUXN1WL4XUPLFPxNc/VzyidbLNnTHLD6GCR6fFEJnVKDqe1Cw==","signature_status":"signed_v1","signed_at":"2026-05-17T23:39:35.045560Z","signed_message":"canonical_sha256_bytes"},"source_id":"1907.09218","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:35c1bc1f1ba9b5f30802d05a3b899fcd53a39c83ff51cf89ff16883e6d580494","sha256:2901bbf71f9b879e27e693bfc360ba50036beeaf62215a76e837626ba2f6ae0d"],"state_sha256":"5918b6a45eed9123c4db846b3d89b029a43f77bc995a2d7b33337a57bf15fe7e"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"yvXbJxDtC9MDhtlvxlfW3kBxWAsmGyLGhoi83nGrFKHNDj0wUiZcTd9uIZ57tHUB6BeUDmVcvtegmNuBWI/hBQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-23T15:11:35.200334Z","bundle_sha256":"86140edf62a11f87948ea05eb60283d446491580dfdf8872a0c57e073788df20"}}