Statistical Arbitrage: Algorithmic Trading Insights and Techniques - Couverture rigide

Pole, Andrew

 
9780470138441: Statistical Arbitrage: Algorithmic Trading Insights and Techniques
Couverture rigide
ISBN 10 : 0470138440 ISBN 13 : 9780470138441
Editeur : John Wiley & Sons Inc, 2007

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2007
Langue
anglais
ISBN 10 
0470138440
ISBN 13 
9780470138441
Reliure
Relié
Nombre de pages
256
Coordonnées du fabricant
non disponible
Personne responsable
non disponible