Statistical Arbitrage by Andrew Pole pdf free download. These pages tell the story of statistical arbitrage. It is both a history, describing the ﬁrst days of the strategy’s genesis at Morgan Stanley in the 1980s through the performance challenging years of the early twenty-ﬁrst century, and an exegesis of how and why it works. The presentation is from ﬁrst principles and largely remains at the level of a basic analytical framework. Nearly all temptation to compose a technical treatise has been resisted with the goal of contributing a work that will be readily accessible to the larger portion of interested readership.
Statistical Arbitrage by Andrew Pole pdf free download
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