Statistical Arbitrage - Algorithmic Trading Insights and Techniques

Name: Statistical Arbitrage - Algorithmic Trading Insights and Techniques
Brand: John Wiley & Sons Inc
SKU: 9780470138441
Price: 81.15 EUR
Availability: InStock

Autor: Andrew Pole

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

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81.15 €

While statistical arbitrage has faced some tough times as markets experienced dramatic changes in d...

Informácie o knihe

Autor

Andrew Pole

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2007

Stránok

256

EAN

9780470138441

ISBN

0470138440

Enbook ID

04081473

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

496

Rozmery

238 x 162 x 21

Kompletný popis

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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Statistical Arbitrage - Algorithmic Trading Insights and Techniques

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