This book offers a comprehensive exploration of pairs trading and statistical arbitrage, emphasizing a rigorous quantitative approach. It systematically presents the core principles of quantitative finance, from foundational topics such as time value of money and portfolio theory to advanced statistical techniques and continuoustime finance. By intertwining theoretical insights with empirical data analysis, the text establishes a robust framework for understanding and applying quantitative trading strategies.Designed for both academic researchers and industry practitioners, the work delves into the mechanics of identifying, testing, and implementing pairs trading strategies. Detailed discussions on cointegration, error correction models, and signal generation are provided, along with meticulous evaluations of risk management and performance metrics. Each section is supported by mathematical models and realworld examples, ensuring that readers can appreciate the practical relevance of each concept in diverse market environments.The book further explores the evolution of algorithmic trading by integrating elements of machine learning and optimization methods into strategy development. It critically examines challenges such as market inefficiencies, model overfitting, and data integrity, offering systematic approaches to mitigate potential risks. Overall, the text serves as a definitive guide for developing, backtesting, and executing sophisticated quantitative trading...

Binding: Paperback;436 pages; Publisher: Amazon Digital Services LLC - KDP; Classification: N/A; Weight: 701.05 g; Dimensions: N/A

Something not quite right? You have 21 days from the day you receive it, to send something back.

Please note, we cannot offer refunds on fashion face masks, cosmetics, pierced jewellery, adult toys, and swimwear or lingerie if the hygiene seal is not in place or has been broken.

Items of footwear and/or clothing must be unworn and unwashed with the original labels attached. Also, footwear must be tried on indoors. Items of homeware including bedlinen, mattresses, and toppers, and pillows must be unused and in their original unopened packaging. This does not affect your statutory rights.

Click here to view our full Returns Policy.