Description
About the Author
Andrew Pole is a Managing Director at TIG Advisors, LLC, a registered investment advisor in New York. He specializes in quantitative trading strategies and risk management. This book is the result of his own research and experience running a statistical arbitrage hedge fund for eight years. Pole is also the coauthor of Applied Bayesian Forecasting and Time Series Analysis.
Reviews
"Over time, anything that creates an edge for a particular group of bettors-including the most astute observers of horse flesh-gets factored into the odds and becomes unreliable as a system. That's the classic argument of random walk theorists, and the equally classic response is that there's a lot of money to be made before that factoring is complete. This book is a contribution to that never-ending debate." (Hedgeworld.com)
Book Information
ISBN 9780470138441
Author Andrew Pole
Format Hardback
Page Count 256
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 431g
Dimensions(mm) 231mm * 163mm * 27mm