Statistical Arbitrage: Algorithmic Trading Insights and Techniques

by

Write The First Customer Review

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 ...

Statistical Arbitrage: Algorithmic Trading Insights and Techniques 2007, John Wiley & Sons, Hoboken, NJ

ISBN-13: 9780470138441

Hardcover

Select