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Statistical Arbitrage: Algorithmic Trading Insights and Techniques (0470138440) cover image
Statistical Arbitrage: Algorithmic Trading Insights and Techniques
ISBN: 978-0-470-13844-1
Hardcover
230 pages
October 2007
US $100.00 Add to Cart

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"Over time, anything that creates an edge for a particular group of bettors—including the most astute observers of horse flesh—gets factored into the odds and becomes unreliable as a system. That's the classic argument of random walk theorists, and the equally classic response is that there's a lot of money to be made before that factoring is complete. This book is a contribution to that never-ending debate." (Hedgeworld.com)

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