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portada statistical arbitrage,algorithmic trading insights and techniques
statistical arbitrage,algorithmic trading insights and techniquesstatistical arbitrage,algorithmic trading insights and techniques
Type
Physical Book
Author
Publisher
Language
English
Pages
230
Format
Hardcover
Dimensions
22.9x16.1x2.5 cm
Weight
0.44 kg.
ISBN
0470138440
ISBN13
9780470138441
Categories

statistical arbitrage,algorithmic trading insights and techniques

Andrew Pole (Author) · Wiley · Hardcover

statistical arbitrage,algorithmic trading insights and techniques - Pole, Andrew

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Synopsis "statistical arbitrage,algorithmic trading insights and techniques"

While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole's own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert advice, Statistical Arbitrage contains comprehensive analysis that will appeal to both investors looking for an overview of this discipline, as well as quants looking for critical insights into modeling, risk management, and implementation of the strategy.

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