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General Category >> General Board >> Statistical Arbitrage
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Message started by ray.chan on 09/19/09 at 23:37:45

Title: Statistical Arbitrage
Post by ray.chan on 09/19/09 at 23:37:45

Statistical Arbitrage

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Game Programming Gems 3 (Game Programming Gems Series) (v. 3)
http://www.amazon.com/Game-Programming-Gems-v/dp/1584502339/ref=sr_1_1?ie=UTF8&s=books&qid=1253304945&sr=1-1
6. Audio
6.4 Using the Biquad Resonant Filter

Trading Paris: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies
http://www.amazon.com/Trading-Pairs-Capturing-Statistical-Strategies/dp/0471584282/ref=pd_sim_b_3

Paris Trading: Quantitative Methods and Analysis (Wiley Finance)
http://www.amazon.com/Trading-Pairs-Capturing-Statistical-Strategies/dp/0471584282/ref=pd_sim_b_3

Quantitative Trading: How to Build Your Own Algorithmic Trading Business
http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889/ref=pd_sim_b_5