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Statistical Arbitrage

Danh mục: Kế toán Tài chính

Thể loại: Kế toán Tài chính TA

 

While statistical arbitrage has faced some tough timesas markets experienced dramatic changes in dynamics beginning in 2000new 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 yearsin partnership with a group whose own history stretches back to the dawn of what was first called pairs tradingthis 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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