Login

Pole, Andrew

Statistical Arbitrage: Algorithmic Trading Insights and Techniques

Pole, Andrew - Statistical Arbitrage: Algorithmic Trading Insights and Techniques, ebook

94,30€

Ebook, ePUB with Adobe DRM
ISBN: 9781118160732
DRM Restrictions

Printing69 pages with an additional page accrued every 11 hours, capped at 69 pages
Copy to clipboard12 excerpts

While statistical arbitrage has faced some tough timesas markets experienced dramatic changes in dynamics beginning in 2000new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Poles own research and experience running a statistical arbitrage hedge fund for eight yearsin partnership with a group whose own history stretches back to the dawn of what was first called pairs tradingthis 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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2008
Language
en
Edition
1
Series
Wiley Finance
Page amount
320 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118160732
Printed ISBN
9780470138441

Similar titles