Kniha Statistical Arbitrage - Algorithmic Trading Insights and Techniques Andrew Pole

Statistical Arbitrage - Algorithmic Trading Insights and Techniques

Autor: Andrew Pole
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 9-15 dnů
1 963
While statistical arbitrage has faced some tough times as markets experienced dramatic changes in d...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2007
Stránek
256
EAN
9780470138441
ISBN
0470138440
Enbook ID
04081473
Hmotnost
496
Rozměry
238 x 162 x 21

Kompletní 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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