Business & Economics Books:

Statistical Arbitrage

Algorithmic Trading Insights and Techniques
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Hardback
$161.00
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Description

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.

Author Biography:

Andrew Pole is a Managing Director at TIG Advisors, LLC, a registered investment advisor in New York. He specializes in quantitative trading strategies and risk management. This book is the result of his own research and experience running a statistical arbitrage hedge fund for eight years. Pole is also the coauthor of Applied Bayesian Forecasting and Time Series Analysis.
Release date NZ
October 23rd, 2007
Author
Audience
  • Professional & Vocational
Illustrations
Charts: 88 B&W, 0 Color; Tables: 4 B&W, 0 Color
Pages
256
Dimensions
163x231x27
ISBN-13
9780470138441
Product ID
3098730

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