Log in

Relevant bibliographies by topics / Statistical arbitrage / Books

To see the other types of publications on this topic, follow the link: Statistical arbitrage.

Books on the topic 'Statistical arbitrage'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 30 books for your research on the topic 'Statistical arbitrage.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse books on a wide variety of disciplines and organise your bibliography correctly.

1

Pole, Andrew, ed. Statistical Arbitrage. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119197072.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Ang, Andrew. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. National Bureau of Economic Research, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

United States. National Aeronautics and Space Administration., ed. Power flow analysis of two coupled plates with arbitrary characteristics: Fourth semi-annual report, grant number NAG-1-685. Florida Atlantic University, College of Engineering, Department of Ocean Engineering, Center for Acoustics and Vibrations, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Pole, Andrew. Statistical Arbitrage. Wiley & Sons, Incorporated, John, 2010.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Making Money with Statistical Arbitrage. GRIN Verlag GmbH, 2013.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Pole, Andrew. Statistical Arbitrage: Algorithmic Trading Insights and Techniques. Wiley & Sons, Limited, John, 2015.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Pole, Andrew. Statistical Arbitrage: Algorithmic Trading Insights and Techniques. Wiley & Sons, Incorporated, John, 2011.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Pole, Andrew. Statistical Arbitrage: Algorithmic Trading Insights and Techniques. Wiley & Sons, Incorporated, John, 2009.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Pole, Andrew. Statistical Arbitrage: Algorithmic Trading Insights and Techniques. Wiley & Sons, Incorporated, John, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Pole, Andrew. Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance). Wiley, 2007.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

11

Isichenko, Michael. Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage. Wiley & Sons, Incorporated, John, 2021.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

12

Isichenko, Michael. Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage. Wiley & Sons, Incorporated, John, 2021.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

13

Isichenko, Michael. Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage. Wiley & Sons, Limited, John, 2021.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

14

Whistler, Mark. Trading Pairs: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies. Wiley & Sons, Incorporated, John, 2008.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

15

Whistler, Mark. Trading Pairs + CD: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies. Wiley, 2004.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

16

Sfakianakis, Konstantinos. Statistical Arbitrage and Long Run Relations: Evidence from two different stock markets. VDM Verlag Dr. Müller, 2011.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

17

Making Money with Statistical Arbitrage: Generating Alpha in Sideway Markets with This Option Strategy. Anchor Academic Publishing. ein Imprint der Diplomica Verlag GmbH, 2013.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

18

Park, Chang. Test of the Market Efficiency Using Statistical Arbitrage Strategies in the KRX Equity Market. Independently Published, 2015.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

19

Back, Kerry E. Factor Models. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0006.

Full text

Abstract:

The CAPM and factor models in general are explained. Factors can be replaced by the returns or excess returns that are maximally correlated (the projections of the factors). A factor model is equivalent to an affine representation of an SDF and to spanning a return on the mean‐variance frontier. The use of alphas for performance evaluation is explained. Statistical factor models are defined as models in which factors explain the covariance matrix of returns. A proof is given of the Arbitrage Pricing Theory, which states that statistical factors are approximate pricing factors. The CAPM and the

APA, Harvard, Vancouver, ISO, and other styles

20

Power flow analysis of two coupled plates with arbitrary characteristics. National Aeronautics and Space Administration, Langley Research Center, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

21

Karen L, Remmer. The Outcomes of Investment Treaty Arbitration. Oxford University Press, 2017. http://dx.doi.org/10.1093/law-iic/9780198809722.016.0004.

Full text

Abstract:

This chapter explores variations in dispute outcomes in investment treaty arbitration. Building on the literature on political institutions, the study places the theoretical importance of actor information about the rules of the game and the resources of the participants at the centre of analysis. Such information shapes the strategy of the players and their relative ability to compete successfully, establishing the basis for hypotheses about variations in dispute outcomes. Drawing on the universe of known disputes, the analysis relies on statistical models and data capable of addressing concu

APA, Harvard, Vancouver, ISO, and other styles

22

Frigg, Roman. Chance and Determinism. Edited by Alan Hájek and Christopher Hitchcock. Oxford University Press, 2017. http://dx.doi.org/10.1093/oxfordhb/9780199607617.013.24.

Full text

Abstract:

Determinism and chance seem to be irreconcilable opposites: either something is chancy or it is deterministic, but not both. Yet there are processes which appear to square the circle by being chancy and deterministic at once, and the appearance is backed by well-confirmed scientific theories, such as statistical mechanics, which also seem to provide us with chances for deterministic processes. Is this possible, and if so how? In this chapter is a discussion of this question for probabilities as they occur in the empirical sciences. Particular attention is paid to broadly Humean approaches and

APA, Harvard, Vancouver, ISO, and other styles

23

Longmore, Murray, Ian B. Wilkinson, Andrew Baldwin, and Elizabeth Wallin. Reference intervals, etc. Oxford University Press, 2014. http://dx.doi.org/10.1093/med/9780199609628.003.0018.

Full text

Abstract:

The Gaussian (‘Normal’) distributionDrug therapeutic ranges in plasmaGentamicinSome important drug interactionsHaematology reference intervalsBiochemistry reference intervalsOnce upon a time, in a famous hospital named R— in the middle of England, there lived a crusty old surgeon and a brilliant young house officer. The surgeon issued infallible and peremptory edicts such as “All my patients with a haemoglobin less than 100 must be transfused.” Everyone did as the surgeon said (this was a long time ago) except for the wily house officer who understood statistics, sampling error, and the play o

APA, Harvard, Vancouver, ISO, and other styles

24

Clarke, Andrew. Temperature and its measurement. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780199551668.003.0003.

Full text

Abstract:

Temperature is that property of a body which determines whether it gains or loses energy in a particular environment. In classical thermodynamics temperature is defined by the relationship between energy and entropy. Temperature can be defined only for a body that is in thermodynamic and thermal equilibrium; whilst organisms do not conform to these criteria, the errors in assuming that they do are generally small. The Celsius and Fahrenheit temperature scales are arbitrary because they require two fixed points, one to define the zero and the other to set the scale. The thermodynamic (absolute)

APA, Harvard, Vancouver, ISO, and other styles

25

Richard, Kreindler, Wolff Reinmar, and Rieder Markus S. Commercial Arbitration in Germany. Oxford University Press, 2016. http://dx.doi.org/10.1093/law/9780199676811.001.0001.

Full text

Abstract:

This book provides a detailed commentary on and analysis of German arbitration law and practice. This title covers both domestic and international arbitration in all its stages. The work details the legal framework for German-related arbitration and provides practical guidance on the appropriate choices, with a specific focus on particularities of German law and practice. The book navigates along the life cycle of an arbitration, commencing with the arbitration agreement, continuing with the arbitral tribunal, the arbitral proceedings and interim relief, and concluding with the arbitral award

APA, Harvard, Vancouver, ISO, and other styles

26

Binomial Models in Finance. Springer London, Limited, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

27

Binomial Models in Finance (Springer Finance). Springer, 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

28

Michael J, Moser, and Bao Chiann. A Guide to the HKIAC Arbitration Rules. Oxford University Press, 2017. http://dx.doi.org/10.1093/law/9780198712251.001.0001.

Full text

Abstract:

This book provides a detailed commentary on the Hong Kong International Arbitration Centre (HKIAC) Administered Arbitration Rules providing practitioners with an insider’s perspective on how the HKIAC Secretariat administers arbitrations under these rules. HKIAC is one of the world’s most sophisticated arbitration institutions, which established a set of Administered Arbitration Rules in 2008. Since then, HKIAC has enjoyed a continued yearly growth in cases. In 2015, HKIAC saw a record number of arbitration cases in 2012. This guide makes reference to the Hong Kong Arbitration Ordinance as wel

APA, Harvard, Vancouver, ISO, and other styles

29

Downward Causation and the Neurobiology of Free Will. Springer, 2009.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

30

O'Connor, Timothy, Nancey Murphy, and George F. R. Ellis. Downward Causation and the Neurobiology of Free Will. Springer, 2012.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!