Statistical Arbitrage: Algorithmic Trading Insights and Techniques
网页2007年10月5日 · Through real-life examples and detailed discussions, this unique guide presents you with a critical analysis of what statistical arbitrage is and how it has been historically practiced; a formal theoretical underpinning for the existence of opportunities and quantification thereof; and an extensive explanation of the enormous shifts in the ...
- 评论数: 22
- 作者: Andrew Pole
Quantitative Portfolio Management: The Art and Science of Statistical …
网页2021年8月31日 · In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data ...
Statistical Arbitrage | Wiley Online Books
网页2012年1月2日 · 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: Algorithmic Trading Insights and Techniques
网页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 - Google Books
网页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...
Quantitative Portfolio Management[Book] - O'Reilly Media
网页In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data ...
Statistical Arbitrage: Algorithmic Trading Insights and Techniques…
网页Through real-life examples and detailed discussions, this unique guide presents you with a critical analysis of what statistical arbitrage is and how it has been historically practiced; a formal theoretical underpinning for the existence of opportunities and quantification thereof; and an extensive explanation of the enormous shifts in the ...
- 评论数: 7
- 作者: Andrew Pole
Statistical Arbitrage: Algorithmic Trading Insights and Techniques
网页"Statistical Arbitrage offers a rare glimpse of insights into the otherwise opaque world of short-term trading strategies. The book provides an excellent balance conceptualizing the mathematics of short-term technical trading strategies with more practical discussions on the recent performance of such strategies.
Quantitative Portfolio Management: The Art and Science of Statistical …
网页In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data ...
Statistical Arbitrage: Exploiting Market Inefficiencies for Profit
网页2024年9月3日 · This book covers everything from market-neutral strategies to the practical implementation and backtesting of trading algorithms. Each chapter is meticulously structured to build your understanding, making complex concepts accessible and engaging through real-world examples and case studies. ... "Statistical Arbitrage: Exploiting Market ...