统计套利专题学习资料/Statistical arbitrage and pairs trading

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Statistical arbitrage and pairs tradingNikos S. Thomaidis, PhD1
Dept. Economics, Aristotle University of Thessaloniki, GREECE
Dept. of Financial Engineering & Management University of the Aegean, GREECE


名称        大小
+D:\统计套利专题学习资料\           43.1 MB
+文献论文            6.8 MB
| Hendry_Explaining Cointegration Analysis：Part II.pdf             320.0 KB
| 2012_Zhang_Research on Modern Implications of Pair Trading.pdf             774.0 KB
| 2012_Caldeira_Selection of a Portfolio of Pairs Based on Cointegration： The Brazilian Case.pdf             468.0 KB
| 2011_Ssekuma_A STUDY OF COINTEGRATION MODELS WITH APPLICATIONS.pdf             564.0 KB
| 2010_Broussard_PROFITABILITY OF PAIRS TRADING STRATEGY IN FINLAND.pdf             272.0 KB
| 2009_Bolgün_Dynamic Pairs Trading Strategy for the Companies Listed in the Istanbul Stock Exchange.pdf             501.0 KB
| 2008_Avellaneda_Statistical Arbitrage in the US Equities Market.pdf             2.6 MB
| 2007_Hjalmarsson_Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated.pdf             433.0 KB
| 2004_Elliott_Pairs Trading.pdf             126.0 KB
| 2003_Nath_High Frequency Pairs Trading with U.S. Treasury Securities.pdf             350.0 KB
| 2003_Biondini_A Case Study of the Residual-Based Cointegration Procedure.pdf             454.0 KB
| 1999_Gatev_Paris Trading： performance of a relative value arbitrage rule.pdf             83.3 KB
+讲义            8.1 MB
| Testing for cointegration.pdf             35.4 KB
| Spurious Regression and Simple Cointegration.ppt             193.0 KB
| PPT_Thomaidis_Statistical arbitrage and pairs trading.pdf             6.7 MB
| Motivating Johansen Procedure.pdf             185.0 KB
| 2008_Robin Best_An Introduction to Error Correction Models.pdf             184.0 KB
| 2003_KVA_Cointegration and Autoregressive Conditional Heteroskedasticity.pdf             746.0 KB
+参考资料            28.2 MB
  Vidyamurthy_PairsTrading：Quantitative Methods and Analysis.pdf             2.1 MB
  Chapter3 Pairs Trading Understanding the Process.pdf             4.0 MB
  2007_Andrew Pole_Statistical Arbitrage：Algorithmic Trading Insights and Techniques.pdf             1.5 MB
  2007_Andrew Pole_Statistical Arbitrage 中文版.pdf             12.5 MB
  2004_Mark Whistler_Trading Pairs：Capturing Profits and Hedging Risk with tatistical Arbitrage Strategies.pdf             8.1 MB



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关键词：Statistical statistica statistic Arbitrage Trading