Any suggestion? I just like the stats arbitrage way.
Books suggestion on statistical arbitrage
- Thread starter GloriaBrown
- Start date
I am reading Pairs Trading: Quantitative Methods and Analysis, seem like ok.
Seem like almost no one cares about arbitrage in ET, this is fine.
Read stuff by Ernie Chan. He's got a book and a blog, here:
http://epchan.blogspot.co.uk/
http://epchan.blogspot.co.uk/
Boy is that true, they mainly catch flies here.
Yed I like the hardback. I read up to chapter 7, and my gay friend hit me on the head with the book.
"You only got spreadbetting money £237!! bloody stupids! he shout like a girl.
The book is nice now though.
Why bother with books? Just read white papers.
I think so, but that is not what the real pro mainly does.
What do you mean by white paper?