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

Bini is a scientist/quant-trader/portfolio manager whose main areas of expertise lie in alpha generation via statistical arbitrage and volatility arbitrage strategies, and in the design of fully automated trading systems and execution algos. "Statistical Arbitrage: Algorithmic Trading Insights and Techniques"--(3.5/5). While statistical arbitrage has faced some tough times?as markets experienced dramatic changes in dynamics beginning in 2000?new developments in algorithmic trading have allowed it to rise from the ashes of that fire. 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. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) List Price: $95.00. Seems, the MD2 trading strategy can SOMETIMES work with S&P500, too: Fig. 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. Http://www.amazon.com/Statistical-Arbitrage-Algorithmic-Insights-Techniques/dp/0470138440. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance) $64.06. Statistical arbitrage: Algorithmic trading insights and techniques. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance Series). With insightful keynote speeches and highly regarded panels, everybody involved in high-frequency trading will gain inside knowledge at High Frequency Trading Leaders Forum 2012, How Knight Capital's 'Knightmare on Wall Dr. Statistical arbitrage: Algorithmic trading insights and techniques by Andrew Pole.