Binding: Hardcover
Dewey Decimal Number: 332.645
EAN: 9780470138441
ISBN: 0470138440
Label: Wiley
Manufacturer: Wiley
Number Of Items: 1
Number Of Pages: 230
Publication Date: October 05, 2007
Publisher: Wiley
Sales Rank: 105084
Studio: Wiley

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Editorial Review:

Product Description:
While statistical arbitrage has faced some tough timesas markets experienced dramatic changes in dynamics beginning in 2000new developments in algorithmic trading have allowed it to rise from the ashes of that fire. Based on the results of author Andrew Poles own research and experience running a statistical arbitrage hedge fund for eight yearsin partnership with a group whose own history stretches back to the dawn of what was first called pairs tradingthis 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.




Rating: - The 5 star reviews are fake
this is not a book for serious people, let me quote page 54, "if the distinction between PCA and factor analysis seems hazy, good. It is. And we will say no more about it". This book may be useful for someone who has never heard of statistical arbitrage before, but the "serious investors" mentioned in the 5 star reviews won't find anything worth reading here.

This is the first item I have ever reviewed on Amazon, because this is the first time I feel someone's friends are doing such ... Read More

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Rating: - You will enjoy this book.
This is a great introduction to statistical arbitrage with interesting historical elements and many insights. It is well written and a pleasure to read.

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Rating: - Unable to Confirm?
I haven't read Mr. Pole's book. But I google my name from time to time, and found it on Page 1 (in the Wiley PDF preprint, which I assume is the same as the released version). Mr. Pole states that he was "unable to confirm" the origins of pair trading (and, by extension, statistical arbitrage). I do not know Mr. Pole, and I know of no efforts he may have made to contact me. So much for Page 1. I read no further.

In contrast, Rick Bookstaber, who interviewed many people who were at ... Read More

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Rating: - there is high dispersion on the rating of this book
what makes the high dispersion? seems either the 1star or the 5star bunch is fake. who do u believe? i persoanlly found this book terrible, one of the biggest disappointments on my reading list. save the trees man

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Rating: - If you are a quant, don't buy this book
Like some other people, I got attracted by the title and ordered it even before it was released. Indeed, unlike the earlier publications such as Pairs Trading: Quantitative Methods and Analysis (Wiley Finance) and Applied Quantitative Methods for Trading and Investment (The Wiley Finance Series) , this book is probably the very first one dedicated entirely to Statistical Arbitrage.

Regrettably, its quantitative content is well below that of abovementioned books. As the author himself put ... Read More

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