LEADER 02973nam 2200637 a 450 001 9910145276703321 005 20170815112626.0 010 $a1-118-16073-8 010 $a1-119-19707-4 010 $a1-281-28436-X 010 $a9786611284367 010 $a0-470-17546-X 035 $a(CKB)1000000000404411 035 $a(EBL)335701 035 $a(OCoLC)437204761 035 $a(SSID)ssj0000251018 035 $a(PQKBManifestationID)12113357 035 $a(PQKBTitleCode)TC0000251018 035 $a(PQKBWorkID)10247069 035 $a(PQKB)10600605 035 $a(MiAaPQ)EBC335701 035 $a(EXLCZ)991000000000404411 100 $a20070628d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStatistical arbitrage$b[electronic resource] $ealgorithmic trading insights and techniques /$fAndrew Pole 210 $aHoboken, N.J. $cJ. Wiley & Sons$dc2007 215 $a1 online resource (256 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-13844-0 320 $aIncludes bibliographical references (p. 223) and index. 327 $aStatistical Arbitrage: Algorithmic Trading Insights and Techniques; Contents; Preface; Foreword; Acknowledgments; Chapter 1: Monte Carlo or Bust; Chapter 2: Statistical Arbitrage; Chapter 3: Structural Models; Chapter 4: Law of Reversion; Chapter 5: Gauss Is Not the God of Reversion; Chapter 6: Interstock Volatility; Chapter 7: Quantifying Reversion Opportunities; Chapter 8: Nobel Difficulties; Chapter 9: Trinity Troubles; Chapter 10: Arise Black Boxes; Chapter 11: Statistical Arbitrage Rising; Bibliography; Index 330 $aWhile statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Pole?s own research and experience running a statistical arbitrage hedge fund for eight years?in partnership with a group whose own history stretches back to the dawn of what was first called pairs trading?this unique guide provides detailed insights into the nuances of a proven investment strategy. Filled with in-depth insights and expert ad 410 0$aWiley finance series. 606 $aPairs trading 606 $aArbitrage$xMathematical models 606 $aSpeculation$xMathematical models 608 $aElectronic books. 615 0$aPairs trading. 615 0$aArbitrage$xMathematical models. 615 0$aSpeculation$xMathematical models. 676 $a332.6 676 $a332.64/5 676 $a332.645 700 $aPole$b Andrew$f1961-$089089 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910145276703321 996 $aStatistical arbitrage$91913958 997 $aUNINA LEADER 01038nam a2200265 i 4500 001 991000207539707536 005 20020506123515.0 008 010104s1982 it ||| | ita 035 $ab10669279-39ule_inst 035 $aEXGIL141428$9ExL 040 $aBiblioteca Interfacoltà$bita 082 0 $a271.1045 110 2 $aCentro storico benedettino italiano$0315899 245 10$aStoria monastica ligure e pavese :$bstudi e documenti 260 $aCesena :$bBadia di Santa Maria del Monte,$c1982 300 $a437 p., XLVII p. di tav. :$bill. ;$c24 cm. 490 0 $aItalia benedettina 500 $aIn testa al front.: Pubblicazioni del Centro storico Benedettino italiano 610 24$aBenedettini$zLiguria 907 $a.b10669279$b23-02-17$c28-06-02 912 $a991000207539707536 945 $aLE002 St. XVII H 9$g1$i2002000713360$lle002$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i10761779$z28-06-02 996 $aStoria monastica ligure e pavese$9909601 997 $aUNISALENTO 998 $ale002$b01-01-01$cm$da $e-$fita$git $h0$i1