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010   $a9786611284367
010   $a9781118160732
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010   $a9781119197072
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035   $a(PQKBTitleCode)TC0000251018
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100   $a20070628d2007      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aStatistical arbitrage $ealgorithmic trading insights and techniques /$fAndrew Pole
210   $aHoboken, N.J. $cJ. Wiley & Sons$dc2007
215   $a1 online resource (256 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311 08$a9780470138441 
311 08$a0470138440 
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
615  0$aPairs trading.
615  0$aArbitrage$xMathematical models.
615  0$aSpeculation$xMathematical models.
676   $a332.64/5
700   $aPole$b Andrew$f1961-$089089
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9911020098403321
996   $aStatistical arbitrage$94416257
997   $aUNINA