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Statistical Arbitrage: Algorithmic Trading Insights and Techniques
Andrew Pole
ISBN: 978-0-470-13844-1
Hardcover
230 pages
October 2007
US $95.00 Add to Cart
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Andrew Pole is a Managing Director at TIG Advisors, LLC, a registered investment advisor in New York. He specializes in quantitative trading strategies and risk management. This book is the result of his own research and experience running a statistical arbitrage hedge fund for eight years. Pole is also the coauthor of Applied Bayesian Forecasting and Time Series Analysis.