Statistical Arbitrage

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Statistical Arbitrage

Statistical Arbitrage
Author: Andrew Pole
Publisher: John Wiley & Sons
ISBN: 1118160738
Size: 79.47 MB
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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.
Statistical Arbitrage
Language: en
Pages: 230
Authors: Andrew Pole
Categories: Business & Economics
Type: BOOK - Published: 2011-07-07 - Publisher: John Wiley & Sons
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
Making Money with statistical Arbitrage: Generating Alpha in sideway Markets with this Option Strategy
Language: en
Pages: 51
Authors: Jan Becker
Categories: Political Science
Type: BOOK - Published: 2013-06-01 - Publisher: Anchor Academic Publishing (aap_verlag)
In the following study, I am going to present a short survey of the hedge fund industry, its regulation and the existent hedge fund strategies. Statistical arbitrage in particular is explained in further detail, and major performance measurement ratios are presented. In the second part, I am going to introduce
Fixed-Income Arbitrage
Language: en
Pages: 272
Authors: M. Anthony Wong
Categories: Business & Economics
Type: BOOK - Published: 1993-08-26 - Publisher: John Wiley & Sons
An exposition to the world of relative-value trading in the fixed-income markets written by a leading-edge thinker and scientific analyst of global financial markets. Using concrete examples, he details profit opportunities--treasury bills, bonds, notes, interest-rate futures and options--explaining how to obtain virtually risk-free rewards if the proper knowledge and skills
Statistical Arbitrage
Language: en
Pages:
Authors: John Holme
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher:
Books about Statistical Arbitrage
How to Invest in Hedge Funds
Language: en
Pages: 409
Authors: Matthew Ridley
Categories: Business & Economics
Type: BOOK - Published: 2004 - Publisher: Kogan Page Publishers
Praise and Reviews "As hundreds of billions of capital seek an appropriate match with thousands of hedge funds, Matthew Ridley has produced a survey of the major hedge fund strategies that will be of great utility to the novice or pro. Comprehensive, insightful, readable, leavened with common sense and wit,
Statistical Arbitrage Within the Framework of Asset Pricing Models
Language: en
Pages: 114
Authors: Matthew Ridley
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher:
Books about Statistical Arbitrage Within the Framework of Asset Pricing Models
Statistical Arbitrage Using Pairs Trading with Support Vector Machine Learning
Language: en
Pages: 49
Authors: Gopal Rao Madhavaram
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher:
Books about Statistical Arbitrage Using Pairs Trading with Support Vector Machine Learning
Statistical Models and Methods for Financial Markets
Language: en
Pages: 356
Authors: Tze Leung Lai, Haipeng Xing
Categories: Business & Economics
Type: BOOK - Published: 2008-07-25 - Publisher: Springer Science & Business Media
The idea of writing this bookarosein 2000when the ?rst author wasassigned to teach the required course STATS 240 (Statistical Methods in Finance) in the new M. S. program in ?nancial mathematics at Stanford, which is an interdisciplinary program that aims to provide a master’s-level education in applied mathematics, statistics, computing,
Equity Valuation and Portfolio Management
Language: en
Pages: 576
Authors: Frank J. Fabozzi, Harry M. Markowitz
Categories: Business & Economics
Type: BOOK - Published: 2011-09-20 - Publisher: John Wiley & Sons
A detailed look at equity valuation and portfolio management Equity valuation is a method of valuing stock prices using fundamental analysis to determine the worth of the business and discover investment opportunities. In Equity Valuation and Portfolio Management Frank J. Fabozzi and Harry M. Markowitz explain the process of equity
Natural Computing in Computational Finance
Language: en
Pages: 250
Authors: Anthony Brabazon, Michael O'Neill
Categories: Business & Economics
Type: BOOK - Published: 2009-03-13 - Publisher: Springer Science & Business Media
Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms