Download EBOOK Statistical Arbitrage and Long Run Relations PDF for free


Download EBOOK Statistical Arbitrage and Long Run Relations PDF for free Category: Business, Finance & Law
The author of the book: Konstantinos Sfakianakis
Format files: PDF, EPUB, TXT, DOCX
The size of the: 29.54 MB
Language: English
ISBN-13: 9783639340198
Edition: VDM Verlag
Date of issue: 8 March 2011

Description of the book "Statistical Arbitrage and Long Run Relations":

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 PDF 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.

Download EBOOK Statistical Arbitrage and Long Run Relations PDF for free


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Konstantinos Sfakianakis

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Download EBOOK Statistical Arbitrage and Long Run Relations PDF for free



Download EBOOK Statistical Arbitrage and Long Run Relations for free

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