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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