"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

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

This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the

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