By Andrew Poles
Size 1.5 MB
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 Poles 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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