Statistical arbitrage : algorithmic trading insights and techniques /

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...

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Bibliographic Details

Main Author:	Pole, Andrew, 1961-
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : J. Wiley & Sons, ©2007.
Subjects:	Pairs trading. Arbitrage > Mathematical models. Speculation > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book