Statistical arbitrage : algorithmic trading insights and techniques / / Andrew Pole
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| Autore: |
Pole Andrew <1961->
|
| Titolo: |
Statistical arbitrage : algorithmic trading insights and techniques / / Andrew Pole
|
| Pubblicazione: | Hoboken, N.J., : J. Wiley & Sons, c2007 |
| Descrizione fisica: | 1 online resource (256 p.) |
| Disciplina: | 332.64/5 |
| Soggetto topico: | Pairs trading |
| Arbitrage - Mathematical models | |
| Speculation - Mathematical models | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references (p. 223) and index. |
| Nota di contenuto: | Statistical 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 |
| Sommario/riassunto: | 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 ad |
| Titolo autorizzato: | Statistical arbitrage |
| ISBN: | 1-118-16073-8 |
| 1-119-19707-4 | |
| 1-281-28436-X | |
| 9786611284367 | |
| 0-470-17546-X | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910877826303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.