Statistical Arbitrage (Wiley Trading Advantage)

Trade the equity and equity derivatives markets using statistical arbitrage techniquesThis 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.Thompson, J. M. T. is the author of 'Statistical Arbitrage (Wiley Trading Advantage)', published 1986 under ISBN 9780471998655 and ISBN 0471998656.