Statistical Arbitrage: Algorithmic Trading Insights and Techniques
暫譯: 統計套利：算法交易洞察與技術

Pole, Andrew

Statistical Arbitrage: Algorithmic Trading Insights and Techniques
  • 出版商: Wiley
  • 出版日期: 2007-10-01
  • 售價: $3,910
  • 貴賓價: 9.5 折 $3,714
  • 語言: 英文
  • 頁數: 256
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0470138440
  • ISBN-13: 9780470138441
  • 相關分類: 程式交易 Trading
  • 相關翻譯: 統計套利（珍藏版） (簡中版)

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商品描述

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.

商品描述(中文翻譯)

儘管統計套利在2000年開始市場動態經歷劇變時面臨了一些困難，但算法交易的新發展使其能夠從那場火災的灰燼中重生。根據作者安德魯·波爾（Andrew Pole）自己的研究結果以及他與一個自最早被稱為配對交易的團隊合作經營統計套利對沖基金八年的經驗，這本獨特的指南提供了對這一經過驗證的投資策略細微差別的詳細見解。《Statistical Arbitrage》充滿了深入的見解和專家建議，包含了全面的分析，將吸引尋求該領域概述的投資者，以及尋求有關建模、風險管理和策略實施的關鍵見解的量化分析師。

作者簡介

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.

作者簡介(中文翻譯)

安德魯·波爾（Andrew Pole）是位於紐約的註冊投資顧問公司TIG Advisors, LLC的董事總經理。他專注於量化交易策略和風險管理。本書是他自己研究和運營統計套利對沖基金八年的經驗的結果。波爾也是《應用貝葉斯預測與時間序列分析》（Applied Bayesian Forecasting and Time Series Analysis）的共同作者。

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