Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets - Image 1

£42.00

VDM Verlag Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets

Name: Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets
Brand: VDM Verlag
Price: 42.0 GBP
Availability: InStock

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Description

Statistical arbitrage refers to quantitative trading techniques which have met the appreciation of both investors and researchers the last 30 years. This effort helps reader to familiarize with the concept of statistical arbitrage and the variety of its techniques. Moreover we employed pairs trading method of statistical arbitrage and through real-life data we put it to the test. Though there are quite a few ways to apply and exploit pairs trading, we chose a co-integration approach. In this way and combined with a specialty of the data sample used, which includes an alternation in market performance, we draw additional conclusions about the implications of such alternations in long run relations. The concept of statistical arbitrage has drawn the interest of modern finance and stock brokering and is quite sure that it can earn the respect of every potential investor.

Product Specifications

Brand: VDM Verlag
Format: paperback
ASIN: 3639340191
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 08 March 2011
Listed Since: 09 March 2011

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VDM Verlag Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets

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