Sinopsis
Trade the equity and equity derivatives markets using statistical arbitrage techniques
This book, for the first time, sheds light on the complex art of statistical arbitrage for the wider audience of finance professionals. Stephen N. P. Smith reviews the current body of knowledge about market anomalies and, using numerous real–world examples, describes various practical applications of advanced trading models and systems.
- Offers the only comprehensive survey of the statistical arbitrage market
Stephen N. P. Smith (London, UK) is an analyst with Algometrics Limited. He has worked as an arbitrage trader with Deutsche Bank and was manager of the Japan and Korea desks of Baring Brothers.
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