| Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) |  | Author: Andrew Pole
Publisher: Wiley
Category: Book
List Price: $95.00
Buy New: $50.00
as of 2/9/2012 05:22 CST details
You Save: $45.00 (47%)
New (20) Used (15) from $38.99
Seller: gbgca
Sales Rank: 785,301
Languages: English (Unknown), English (Original Language), English (Published)
Media: Hardcover
Edition: 1
Pages: 230
Number Of Items: 1
Shipping Weight (lbs): 1
Dimensions (in): 9 x 6.3 x 1
ISBN: 0470138440
EAN: 9780470138441
ASIN: 0470138440
Publication Date: October 5, 2007
Availability: Usually ships in 1-2 business days
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Product 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.
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