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...
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/04715842...

Paris Trading: Quantitative Methods and Analysis (Wiley Finance)  
http://www.amazon.com/Trading-Pairs-Capturing-Statistical-Strategies/dp/04715842...

Quantitative Trading: How to Build Your Own Algorithmic Trading Business
http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284...