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Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets - Softcover

Sfakianakis, Konstantinos

 
9783639340198: Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets
Softcover
ISBN 10: 3639340191 ISBN 13: 9783639340198
Verlag: VDM Verlag Dr. Müller, 2011

Inhaltsangabe

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 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.

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Verlag
VDM Verlag Dr. Müller
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3639340191
ISBN 13 
9783639340198
Einband
Taschenbuch
Anzahl der Seiten
100
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Editions Notre Savoir
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland