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Statistical arbitrage: Algorithmic trading insights and techniques Andrew Pole
Publisher: Wiley

By Trade Futures Online on June 12, 2012. Http://www.amazon.com/Statistical-Arbitrage-Algorithmic-Insights-Techniques/dp/0470138440. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) by Andrew Pole by Andrew Pole Hardcover: 230 pages. I see Automated Trader's has a sample chapter from “Statistical Arbitrage: Algorithmic Trading Insights and Techniques“ – Monte Carlo or Bust. Apr 06, 2011 Stealth now incorporates HFT metrics, allowing it to make decisions in the short-term about factors such as stock valuation and order placement, similar to the strategies used by electronic market makers and statistical arbitrage traders. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance Series). Seems, the MD2 trading strategy can SOMETIMES work with S&P500, too: Fig. Steenbarger; Statistical Arbitrage: Algorithmic Trading Insights and Techniques (. Person; Enhancing Trader Performance: Proven Strategies From the Cutting Edge of Trading Psychology (Wiley Trading) - Brett N. "Statistical Arbitrage: Algorithmic Trading Insights and Techniques"--(3.5/5). Statistical Arbitrage: Algorithmic Trading Insights and. This will enable long-only buy-side firms and their clients to use the same techniques as high-speed firms to trade against low-latency flow in the most effective way.