Vai al contenuto principale della pagina

Statistical arbitrage [[electronic resource] ] : algorithmic trading insights and techniques / / Andrew Pole



(Visualizza in formato marc)    (Visualizza in BIBFRAME)

Autore: Pole Andrew <1961-> Visualizza persona
Titolo: Statistical arbitrage [[electronic resource] ] : algorithmic trading insights and techniques / / Andrew Pole Visualizza cluster
Pubblicazione: Hoboken, N.J., : J. Wiley & Sons, c2007
Descrizione fisica: 1 online resource (256 p.)
Disciplina: 332.6
332.64/5
332.645
Soggetto topico: Pairs trading
Arbitrage - Mathematical models
Speculation - Mathematical models
Soggetto genere / forma: Electronic books.
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  Visualizza cluster
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.: 9910145276703321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Wiley finance series.