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Statistical Arbitrage - Algorithmic Trading Insights and Techniques

Language EnglishEnglish
Book Hardback
Book Statistical Arbitrage - Algorithmic Trading Insights and Techniques Andrew Pole
Libristo code: 04081473
Publishers John Wiley & Sons Inc, October 2007
While statistical arbitrage has faced some tough times as markets experienced dramatic changes in d... Full description
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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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About the book

Full name Statistical Arbitrage - Algorithmic Trading Insights and Techniques
Author Andrew Pole
Language English
Binding Book - Hardback
Date of issue 2007
Number of pages 256
EAN 9780470138441
ISBN 0470138440
Libristo code 04081473
Publishers John Wiley & Sons Inc
Weight 496
Dimensions 238 x 162 x 21

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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