Statistical Arbitrage and Algorithmic Trading : overview and applications
In this PhD thesis I present the most successful approaches in the exciting world of quantitative investing or algorithmic trading, introducing new concepts and applications to achieve superior risk adjusted returns. Two important aspects of quantitative trading will be covered: statistical arbitrag...
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| Tipo de recurso: | tesis doctoral |
| Fecha de publicación: | 2010 |
| País: | España |
| Institución: | Universidad Nacional de Educación a Distancia |
| Repositorio: | e-spacio. Repositorio Institucional de la UNED |
| Idioma: | inglés |
| OAI Identifier: | oai:e-spacio.uned.es:20.500.14468/18478 |
| Acceso en línea: | https://hdl.handle.net/20.500.14468/18478 |
| Access Level: | acceso abierto |
| Palabra clave: | algorithmic trading strategies statistical arbitrage |
| Sumario: | In this PhD thesis I present the most successful approaches in the exciting world of quantitative investing or algorithmic trading, introducing new concepts and applications to achieve superior risk adjusted returns. Two important aspects of quantitative trading will be covered: statistical arbitrage and algorithmic trading. In general both disciplines try to find exploitable regularities, trends, anomalies in the financial data ( alone or using factors ) |
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