Statistical Arbitrage by Andrew Pole
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Statistical Arbitrage
By Andrew Pole

Statistical Arbitrage

Algorithmic Trading Insights and Techniques

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Format: Hardback

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Statistical Arbitrage by Andrew Pole

Book 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.

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Book Details

ISBN: 9780470138441
ISBN-10: 0470138440
Format: Hardback
(237mm x 160mm x 23mm)
Pages: 230
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 23-Oct-2007
Country of Publication: United Kingdom


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Author Biography - Andrew Pole

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.

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