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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Sozialwissenschaft, Recht, Wirtschaft Sach- und Fachbücher Business & Karriere Wirtschaft Fachbücher Mathematik Geschäftswesen Mathematik Betriebswirtschaft Management Statistical Arbitrage. Algorithmic Trading Insights and Techniques
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Statistical Arbitrage. Algorithmic Trading Insights and Techniques
Andrew Pole (Gebundene Ausgabe, Englisch)
★★★★★
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Optischer Zustand
Beschreibung
Praise for Statistical Arbitrage
"In this lucid, intelligent, and highly readable book, Andrew Pole presents the insights of an experienced and successful exponent of statistical arbitrage, with an uncommon mixture of flair, accessibility, and academic precision. Anyone with an interest-professional or otherwise-in what goes on inside the black boxes of mathematical trading strategies will… enjoy the book." <p> <p>
-Nick Macleod, Head of Quantitative Research and Risk Management Ermitage Asset Management Jersey Limited
"What a find! Andy Pole provides a remarkable look at the history and evolution of what is frequently considered to be the most opaque of the myriad hedge fund strategies. His detailed focus on and clever examples of the underlying drivers of stat arb are an invaluable resource for anyone investigating the strategy for the first time. Even we old-timers will learn something." <p> <p>
-Judith Posnikoff, PhD, Managing Director Pacific Alternative Asset Management Company
"Andy Pole delivers a readable and comprehensive history of statistical arbitrage. Using real-life examples and accounts from his decades of experience, this book chronicles the rise in popularity of stat arb, explains its recent struggle for profitability, as well as provides novices with insights into the art and science of building their own models." <p> <p>
-Susan Kaderabek, Portfolio Manager, Franklin Street Partners
"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. Statistical arbitrage remains for many outsiders, including hedge fund professionals, a 'black box' strategy. Andy Pole has managed to turn black into, if not white, then a lighter shade of gray." <p> <p>
-Christian Thygesen, Managing Director, Investcorp International Inc.
"Andy Pole has extensive practical experience of statistical arbitrage trading together with an ability to explain the underlying theory with great clarity. This book is therefore highly recommended for those looking to master the subject matter." <p> <p>
-Bruce Lockwood, Financial Risk Management Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
23.10.2007
Sprache
Englisch
EAN
9780470138441
Herausgeber
John Wiley & Sons
Autor
Andrew Pole
Seitenanzahl
230
Einbandart
Gebundene Ausgabe
Inhaltsverzeichnis
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.
Appendix 11.1: Understanding the Cuscore.
Bibliography.
Index.
Höhe
240 mm
Breite
16.3 cm
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