"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the

Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the

The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) o

An informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, s

It also provides a detailed examination of the personality traits common to the three basic types of trader - trend-following (long to intermediate term), mean