Statistical Arbitrage

While statistical arbitrage has faced some tough times?as marketsexperienced dramatic changes in dynamics beginning in 2000?newdevelopments in algorithmic trading have allowed it to rise fromthe ashes of that fire. Based on the results of author AndrewPole?s own research and experience running a statistical arbitragehedge fund for eight years?in partnership with a group whose ownhistory stretches back to the dawn of what was first called pairstrading?this unique guide provides detailed insights into thenuances of a proven investment strategy. Filled with in-depthinsights and expert advice, Statistical Arbitrage containscomprehensive analysis that will appeal to both investors lookingfor an overview of this discipline, as well as quants looking forcritical insights into modeling, risk management, andimplementation of the strategy.