Statistical Arbitrage and Long Run Relations

Name: Statistical Arbitrage and Long Run Relations
Brand: VDM Verlag
SKU: 9783639340198
Price: 1149 CZK
Availability: InStock

Evidence from two different stock markets

Autor: Konstantinos Sfakianakis

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag

Dostupnost: Skladem u dodavatele

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1 149 Kč

Statistical arbitrage refers to quantitative trading techniques which have met the appreciation of b...

Informace o knize

Autor

Konstantinos Sfakianakis

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2011

Stránek

100

EAN

9783639340198

ISBN

3639340191

Enbook ID

06840613

Vydavatel

VDM Verlag

Hmotnost

159

Rozměry

152 x 229 x 6

Kompletní popis

Statistical arbitrage refers to quantitative trading techniques which have met the appreciation of both investors and researchers the last 30 years. This effort helps reader to familiarize with the concept of statistical arbitrage and the variety of its techniques. Moreover we employed pairs trading method of statistical arbitrage and through real-life data we put it to the test. Though there are quite a few ways to apply and exploit pairs trading, we chose a co-integration approach. In this way and combined with a specialty of the data sample used, which includes an alternation in market performance, we draw additional conclusions about the implications of such alternations in long run relations. The concept of statistical arbitrage has drawn the interest of modern finance and stock brokering and is quite sure that it can earn the respect of every potential investor.

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Statistical Arbitrage and Long Run Relations

Evidence from two different stock markets

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také