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Statistical Arbitrage: Algorithmic Trading Insights and Techniques

Andrew Pole 

ISBN: 978-1-118-16073-2

July 2011

256 pages

To Purchase this product, please visit
https://dev.store.wiley.com/en-us/Statistical+Arbitrage%3A+Algorithmic+Trading+Insights+and+Techniques-p-9781118160732

Statistical Arbitrage: Algorithmic Trading Insights and Techniques

Andrew Pole

E-Book
978-1-118-16073-2
July 2011
$72.00
Hardcover
978-0-470-13844-1
October 2007
$120.00
O-Book
978-1-119-19707-2
October 2015
Available on Wiley Online Library
Description
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 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.
About the Author

Andrew Pole is a Managing Director at TIG Advisors, LLC, a registered investment advisor in New York. He specializes in quantitative trading strategies and risk management. This book is the result of his own research and experience running a statistical arbitrage hedge fund for eight years. Pole is also the coauthor of Applied Bayesian Forecasting and Time Series Analysis.

Series
Wiley Finance
To Purchase this product, please visit
https://dev.store.wiley.com/en-us/Statistical+Arbitrage%3A+Algorithmic+Trading+Insights+and+Techniques-p-9781118160732